please solve the problem and any missing data assumed I need it asap

Consider the AR(2) process y, = 1 + 1.3y-1 - 0.4y-2 + un, te Z, with u, ~ N(0, 1). (i) Is yr stationary? Justify your answer. (ii) Determine E(vi). (iii) Determine Var (y:). (iv) Determine $1 1 and $22. (v) Suppose yr = 1.0, y1-1 = 1.2. Forecast yi+1, Vi+2 and yi+3. (vi) Determine the forecast error variances o? (1), o? (2) and o? (3). (vii) Compute the 95% interval forecasts for yi+1, yr+2 and yr+ 3