Suppose that 1, 2,... is a Gaussian white noise process with mean 0 and variance 1, and at and yt are stationary processes such that (a) What type of process is at? (b) What type of process is yt? ...

Suppose that
1,

2,... is a Gaussian white noise process with mean 0 and variance 1, and at and yt are stationary processes such that

(a) What type of process is at?

(b) What type of process is yt?

(c) Is at Gaussian? If not, does it have heavy or lighter tails than a Gaussian distribution?

(d) What is the ACF of at?

(e) What is the ACF of a2 t ?

(f) What is the ACF of yt?