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We have: Yt = 1.6 + 0.8xt + 0.1xt-2 + et et is a white noise iid with a variance of 2 Xt is a

We have: Yt = 1.6 + 0.8xt + 0.1xt-2 + et et is a white noise iid with a variance of 2 Xt is a weakly stationary random variable with: E(xt) = 1.5 Var(xt) = 6 Cov(Xt , Xt-j) = 0.2j for all j # 0 Find E(yt)

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