Kindly help solve the following microeconomic question. Thank you

Let X, =e, +e_2 be an MA(2) process where e,, -- N(0,1). (i) Calculate P(X,, 20|1,_, $0). (ii) Compare your answer to (i) with P(X, 20 X,_ 50,X,-2=0) and hence comment on whether the process is Markov.Consider the time series model defined by where { } is white noise. (i) Show that the autocorrelation coefficient with lag 1 for this process is: A= [3] 1- a2 - 0 03 - 03 (ii) Consider the case where of - 0 - 0; - 0.2 (a) Comment on the stationarity of this model. Hint: 5-x-x- - x = (1.278-x)(3.912 + 2.278x+x-) (b) Calculate p) and py. (c) Calculate the partial autocorrelation coefficients o and d. (d) Sketch correlograms of the autocorrelation function and the partial autocorrelation function. (You are not required to calculate the coefficients for higher lags.) [Total 12]