Important model for time series data. Let X1, X2, . . . be a sequence of independent random variables all having the same distribution with E(X_i) = and Var(X_i) = ² > 0. For n 1 define the new random variable Y_n = X_n + ₁X_n+1 + ₂X_n+2. Find the correlation between Y_n and Y_n+j when a) j 3, b) j = 1, c) j = 2.