Problem 2 Consider a time series {Y{}. It can be modeled as Y = 6t+0.56t-1- 0.26t-2, (2) where et is iid N (0,1). (1) Is {Y{} a moving average model, an autoregressive model, or a random walk? (2) Is {Y{} a stationary process? If yes, why? If not, Why not? (3) Write down the lag-1, lag-2, lag-3 autocorrelations for {Y{}. In other words, find P1, P2, and P3- Problem 2 Consider a time series {Y{}. It can be modeled as Y = 6t+0.56t-1- 0.26t-2, (2) where et is iid N (0,1). (1) Is {Y{} a moving average model, an autoregressive model, or a random walk? (2) Is {Y{} a stationary process? If yes, why? If not, Why not? (3) Write down the lag-1, lag-2, lag-3 autocorrelations for {Y{}. In other words, find P1, P2, and P3