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Let Zt ∼ WN(0,σ^2) and Xn = 2 cos(ω)Xn−1 − Xn−2 + Zt Prove that there...

Let Zt ∼ WN(0,σ^2) and
Xn = 2 cos(ω)Xn−1 − Xn−2 + Zt

Prove that there is no stationary solution. For θ = π/4, let X0 = X1 = 0. Calculate the autocovariance between X4 and X5.

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