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Determine which of the following ARMA processes are causal and which are invertible. In each case,w t denotes white noise with mean 0 and variance

Determine which of the following ARMA processes are causal and which are invertible. In each case,wtdenotes white noise with mean 0 and variance 1.

(a)xt=0.2xt1+ 0.48xt2+wt

(b)xt=1.9xt10.88xt2+wt+ 0.2wt1+ 0.7wt2

(c)xt=0.6xt1+wt+ 1.2wt1

(d)xt=1.8xt10.81xt2+wt

(e)xt=1.6xt1+wt0.4wt1+ 0.04wt2

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