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Consider the process xt=xt-1+14Wt-1+Wt, where Wt is a White Noise process with zero mean and...

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Finance

Consider the process xt=xt-1+14Wt-1+Wt, where Wt is a White Noise process with zero mean and variance 2.

(5 points) Is this process invertible?

(5 points) Is this process stationary?

(5 points) Is the first difference of this process, i.e. yt=xt-xt-1, a stationary process?

(5 points) Find the autocovariance function Cov(yt,yt-k)=(k) for k = 1, 2

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