Xt is a non-seasonal stationary time series and Ze is white noise. (a) Classify the following models for X, as ARIMA(p, d, q) for suitable values of p, d and q. (1) X = 0.2Xt-1 -0.1Xt-2 + Zt + 0.15Zt-1. (ii) YtZt - 0.3Zt-1 +0.1Zt-2, where Yt = Xt - Xt-1. = (b) Suppose that X, follows a MA(1) model with Xt = Zt - 0.2Zt-1. Obtain the value of the autocorrelation, P₁.

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