Problem 1: Consider the following two MA(1) processes yt = 1.2 + 0.8ct-1 + Et yt = 1.2 + 1.25et-1 + Et . Compute the mean, variance, covariance and Autocorrelation function (ACF). . Which representation is invertible? Which representation is stationary ? Why? . Simulate 200 observations form each of these processes and discard the initial 100 observations. (don't use arima.sim function in R) . Simulate 100 observations from each of these processes (use arima.sim function in R). Com- pute their sample Autocorrelation functions up to lag 10 and observe that they exhibit the same pattern