Question: Consider a process of the form yt = 2t+ t+05 t 1 iid t N(0v) (a) Find the ACF of this process. (b) Now de

Consider a process of the form yt = 2t+ t+05 t 1 iid t

N(0v)

(a) Find the ACF of this process.

(b) Now de ne zt = yt yt 1+2What kind of process is this? Find its ACF.

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