Is there someone who can explain to me how can I find the expected values, the variance and the autocorrelation coefficients of these error term specifications?

6. Consider the following regression model: yt = X:B+Et with Et ~ WN(0, 02) (5) Consider the three following specifications of the error term: 1. Et = 416t-1 +aget-2 + It with it white noise 2. Et = 1/1 + 01/7t-1 + 02 17t-2 with 1: white noise 3. Et = 416t-1 +1: with a = 1 and /t white noise (a) Compute the expected value, the variance and the autocorrelation coefficients of er for each specification. Discuss. (b) Transform the model y, = X:B+ Et in first differences and let et be the transformed error term. Show that Et is not white noise