Question: we have four time-series processes (1) yt = 1.2 + 0.5yt1 + t (2) yt = 0.8 + 0.4t1 + t (3) yt = 0.6

we have four time-series processes

(1) yt = 1.2 + 0.5yt1 + t (2) yt = 0.8 + 0.4t1 + t (3) yt = 0.6 1.2yt1 + t (4) yt = 1.3 + 0.9yt1 + 0.3yt2 + t

Compute autocorrelation function of the processes that are weakly stationary and in- vertible

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