<t>QuoteOriginally posted by: allenishandsCould somebody help me to give a proof or a hint to the following two questions ?(1) If X(t) is AR(2), i.e, there exist a1, a2 such that X(t) = a1X(t-1) + a2X(t-2) + e(t) (where e(t) ~ N(0,1)),then prove that Y(t) = (X(t), X(t+1)) is Markovian.(2) If B(t) is...