Consider an ARMA(1,1) process {Xt} Xt - 0.2Xt-1 = Z+ + 0.6Zt-1, where { Zt} ~ WN(0, 02). 9. The ARMA(1,1) process {Xt} can be written as Xt = > wjZt-j. j=-00 Find wj . Using Proposition 2.2.1, find the ACVF of {Xt}. Proposition 2.2.1 Let { Yt} be a stationary time series with mean 0 and covariance function Vy. If _j_ |wj| w; Yt-j = 4(B)Yt j=-00 is stationary with mean 0 and autocovariance function Y x ( h ) = E E vikty ( h + k - j ) . j=-00 k=-00 If { Y+} ~ WN(0, 02), then yx (h) = _ wij-ho2. j = -00