Question: Verify if the process y(t) 1:2y(t 1) 0:32y(t 2) e(t) (where e(t) is IID) is covariance-stationary.

Verify if the process y(t) ¼ 1:2y(t  1)  0:32y(t  2) þ e(t)

(where e(t) is IID) is covariance-stationary.

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