(a) What is the distribut

(a) What is the distribut

(a) What is the distribution of Y1? of Y2?(b) What is the distribution of Y1 for jj < 1(c) What is the denition of stationarity? What does stationarity mean in this model?(d) Suppose that = 1. Is the model still stationary? Show a simple transformation that makes the modelstationary.

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