Suppose that epsilon is a WN(0,1) process, that /(a_{t} = epsilon/sqrt{1+0.35a^{2}_{t-1}}/)
  

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Question: Suppose that epsilon is a WN(0,1) process, that /(a_{t} = epsilon/sqrt{1+0.35a^{2}_{t-1}}/) &nbsp…
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and that    /(u_{t} =
3+0.72u_{t-1} + a_{t}/)
  

(a) Find the mean of ut.

(b) Find the variance of ut

(c) Find the autocorrelation function of ut

(d) Find the autocorrelation function of at^(2)

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