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2. Consider the AR(1) model Y: = 50.55Yt_1+t, at N mds(0,1.2). (a) Is this process stationary? Why or why not? (b) What is the mean

2. Consider the AR(1) model Y: = 50.55Yt_1+t, at N mds(0,1.2). (a) Is this process stationary? Why or why not? (b) What is the mean of this process? (c) What is the variance of this process? ((1) What is the autocovariance function of this process

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