A moving average of order 1 is dened as: Xt Z Zt 'l QZt_1 where (ZQtEN is a white noise with a : 1 and 6 is an unknown parameter. ' _k TakeHm a) Write a code to simulate a moving average process with 9 : ll'E driven by a Gaussian white noise. Show a graph with the simulated values. b) Write a code to simulate a moving average process with 9 : % driven by a white noise following a distribution tstudent with 4 degrees of freedom. c) Compute the empirical autocorrelation function of both processes1 i.e. moving average processes with Gaussian and student noises. Show the graphs of the autocorrelations. What is the meaning of px)? d) Find the theoretical mean, variance and autocorrelation functions for both processes. Show your steps. e) Are the processes stationary in the strict and wide? Explain