{Xt, t = 0, 1, 2, } is a process with the following form: Xt = 0.2 + Xt1 0.8Xt2 + at, where {at} is a white noise process with mean 0 and variance 2. (a): Is {Xt} a stationary process? Why or why not? (b): Find the mean and variance of {Xt}. (c): Find the autocorrelations k, k = 0, 1, 2, 3. (d): Find the partial autocorrelation function k for k > 0