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Hi, Requesting urgent assistance in answering the question below. Please show detailed calculation steps, and provide explanations for clarity and guidance. A time series model

Hi, Requesting urgent assistance in answering the question below. Please show detailed calculation steps, and provide explanations for clarity and guidance.

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A time series model is given by Yt = 20Yt-1 - a? Yt-2+ Et where Et ~WN(0, 02). (i) Determine the values of o that ensures that the process is stationary. (ii) Derive Yo and v1, the auto-covariances for this process. Find also, a general recursive expression for y for k > 2. (iii) Show that %% can be written in the form VR = Aak + kBok for some values of A, B which you should specify in terms of the con- stants o and o

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