uppose that Yt follows the stationary AR(1) model Yt = 2.5 + 0.7Yt - 1 + ut, where ut is i.i.d. with E(ut) = 0 and var1ut2 = 9. a. Compute the mean and variance of Yt.  b. Compute the first two autocovariances of Yt.  c. Compute the first two autocorrelations of Yt. d. Suppose that YT = 102.3. Compute YT+1|T = E(YT+1 |YT, Yt - 1, . . . .

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