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Consider the following MA (1) process: Yt=t+1t1assumet(0,2) 1. Calculate the mean and variance of Yt. 2. Derive the auto-correlation function forYtandYt1if1=0.5 3. Derive the auto-correlation

Consider the following MA (1) process:

Yt=t+1t1assumet(0,2)

1. Calculate the mean and variance of Yt.

2. Derive the auto-correlation function forYtandYt1if1=0.5

3. Derive the auto-correlation function forYtandYt2

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