Question: would you please so 4. Suppose that 61, 62, . . . is a i.i.d. Gaussian white noise process with mean 0 and variance 1,

would you please so

4. Suppose that 61, 62, . . . is a i.i.d. Gaussian white noise process with mean 0 and variance 1, and at and at are stationary processes such that at = cast, where a? = an + 0410234, and 1'} = M + thl + at. (a What type of process is at? (b What type of process is rt? J J (c) What type of process is .93? (d) Is the (unconditional) distribution of at Gaussian? 1 (e (4 pts) Suppose a0 = 2, 0:1 2 0.3. Find the value of Cov(at_1, a3\")

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