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Problem 2 (10 points total, 5 points each part) Consider the process It = 0.8Xt-1 + Ut, Ut ~ N(0, 1). Then it is easy to verify that the process is stationary. (a) Write the above process using the MA representation. (5 pts) (b) Use an R code to get MA coefficients (in the MA representation) up to lag 10. (5 pts) Problem 2 (10 points total, 5 points each part) Consider the process It = 0.8Xt-1 + Ut, Ut ~ N(0, 1). Then it is easy to verify that the process is stationary. (a) Write the above process using the MA representation. (5 pts) (b) Use an R code to get MA coefficients (in the MA representation) up to lag 10. (5 pts)