Here's my question for a time series course. I believe for number 4, choosing and working with the process in 3b may be the easiest way to go (you only need to choose one of the processes). Thanks very much in advance!

3. (Check invertibility/causality) Assume {Wt} is a white noise process with variance ow. For each of the ARMA processes, is there a unique stationary solution? Is the process invertible and/or causal? (a) Xt + 124 Xt-2 = 12 EXt-1 + Wt (b) Xt - Xt-1 = We - Wt-1+ -Wt-2 (c) (1 - 3B) (1 -,B) (1 -;B) Xt = (1 -B) (1 -,B) (1 -;B) Wt. 4. Choose one of the processes in problem 3 (hint: some will be easier than others to work with) (a) What is its unique stationary solution? Recall that we look for solutions in Xt = _jov;Wt-j form. (b) What is this process's autocovariance function? (c) What is this process's autocorrelation function