Question: Suppose we have the following AR(2) process: V, = - 0.3y, - 1 + 0.ly, -2 + 6, where 6, ~ WN(0, 1). (a) Determine

Suppose we have the following AR(2) process: V, = - 0.3y, - 1 + 0.ly, -2 + 6, where 6, ~ WN(0, 1). (a) Determine whether y, is weakly stationary? Please justify your answer. (b) Compute E(V.), Var(y,), and Cov(y,Vi- K) for k = 1,2. (c) Compute Autocorrelation function (ACF) for k=1,2. (d) Compute partial Autocorrelation function (PACF) for k=1,2

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