For each of the following models

(a) xt = 0.3xt−1 + zt

(b) xt = zt − 1.3zt−1 + 0.4zt−2

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(c) xt = 0.5xt−1 + zt − 1.3zt−1 + 0.4zt−2

assume that zt ∼ wn(0, σ2 ) and express the model in lag polynomial notation, determine whether it is stationary and / or invertible. For model (a), find the MA representation.

 
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