Suppose that Y, follows the stationary AR(1) model Y = 2.9+ 0.5Y,- , + ut, where u, is i.i.d.with E(ut) =0 and var (ut) =9. (Hint: See Exercise 14.1.) E (Y+) = 5.80 . (Round your response to two decimal places.) var ( Y.) 12 . (Round your response to three decimal places.) Compute the first two autocovariances of Y. (Hint: Read Appendix 14.2.) cov (Yt. Yt- 1 ) = 6. (Round your response to three decimal places.) cov ( Yt, Yt-2) = 3. (Round your response to three decimal places.) Compute the first two autocorrelations of Yt. corr ( Yt, Yt- 1 ) = .500 . (Round your response to three decimal places.) corr ( Yt, Yt-2) = .250 . (Round your response to three decimal places.) Suppose that YT = 102.4. Compute YT+ 1/T= E(YT+ 1/YT, YT-1,...) E(YT+ 1 /YT, YT-1,.) =. (Round your response to two decimal places.)