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4. Suppose we have following stationary AR(2) process Yt=c+1Yt-1 + 2Yt-2+ et where et follows a white noise process, et ~ WN(0,02). (a) Calculate

4. Suppose we have following stationary AR(2) process Yt=c+1Yt-1 + 2Yt-2+ et where et follows a white noise process, et ~ WN(0,02). (a) Calculate the mean and variance of Yt. (b) Calculate the ACF and PACF of Yt.

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