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Could you kindly assist with the whole of question 2, I'd appreciate it. Thanks QUESTION 2 [26 Marks] Suppose that { Y, } is generated

Could you kindly assist with the whole of question 2, I'd appreciate it. Thanks

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QUESTION 2 [26 Marks] Suppose that { Y, } is generated according to Y, = 10 ter - get-1 + zet-2, with et ~ N(0, 1). (i) Identify the model Yt. (2 marks) (ii) Find the mean and the covariance functions for (Y,). Is {Y,} stationary? (2+5+1 marks) (iii) Find the mean and the covariance functions for { VY,). Is {VY, } stationary? (2+5+1 marks) (vi) Determine p, and p2. (4 marks) (v) Using (vi) or otherwise, determine $1 1 and $22. (1+3 marks)

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