Hi,

I struggle to find the closed forme for the question 3, could you please help me.

For a. I found mean = 20

For b. I showed it was causal but not invertible

\f4. Suppose Xt is ARMA(2,1) with non-zero mean and satisfies Xt = 2+ 1.3Xt-1 - 0.4Xt-2 + Wt + Wt-1, Wt ~ WN(0, oz). a. Find the mean = EXt. b. Is the process Yt = Xt - u causal and /or invertible? c. Find the autocovariance function of Yt. (You answer should be in a closed form.)