Let {Xx} be a stationary time series defined by X [1] = 0.8X-1[1] +0.3X,-1[2] + Z1 [1] X:[2] = -0.4X4-1[2] + Z. [2] where Z WN(, ) with [ ]. 2. tis uncorrelated with Z is uncorrelated with X, for each t > 8. 1. Find the autocovariance function of {Xx} at lag h = 0. 2. Find the autocovariance function of {Xt} at lag h = 2. 3. Find the autocovariance function of {X} at lag h = -1.