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1. (26 marks) Consider the process Xt = 0.3X_1 + at -0.6at_1 with o? = 4. (a) (2 marks) Is the process stationary? Why? (b)

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1. (26 marks) Consider the process Xt = 0.3X_1 + at -0.6at_1 with o? = 4. (a) (2 marks) Is the process stationary? Why? (b) (2 marks) Is the process invertible? Why? (c) (6 marks) Find the autocovariance function y(k), k = 1, 2,3, ... of {Xt }. (d) (8 marks) Find the partial autocorrelations $11, and 22 of {Xt }. (e) (8 marks) Derive the causal representation of Xt

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