Consider the second-order autoregressive process

Consider the second-order autoregressive process
yt = 0 + 2yt−2 + t
where |2| < 1, and t  WN(0, 2).
Derive the following:
(a) Et−1yt [1 mark]
(b) Etyt+2 [1 mark]
(c) cov(yt, yt−1) [3 marks]
(d) cov(yt, yt−2) [2 marks]
 
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