Consider the following MA(1) process with &~WN(0,0) such that Yt &t + 3.5t-1 i) ii) iii) Is the process covariance stationary? Can we convert this process into AR (o) process? Why or why not? Calculate autocovariance function. That is calculate yo, Y and in general for j> 1. Interpret your results. Consider the following MA(1) process with &~WN(0,0) such that Yt &t + 3.5t-1 i) ii) iii) Is the process covariance stationary? Can we convert this process into AR (o) process? Why or why not? Calculate autocovariance function. That is calculate yo, Y and in general for j> 1. Interpret your results.