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Consider the following model Yt = 2+1.5 Yt-1 -0.75 Yt-2 +0.25 Yt-3 + a) Is it stationary? If not, make it stationary. b) Find the

Consider the following model Yt = 2+1.5 Yt-1 -0.75 Yt-2 +0.25 Yt-3 +

a) Is it stationary? If not, make it stationary.

b) Find the E(Yt) and Var(Yt).

(Yt shows first difference)

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