Let the stochastic process $X(t)$ be defined as $$X(t) = X(t-1) + X(t-2) + Z(t),$$ where $Z (t)$ is white noise with mean zero and variance 1. Define

Part (a) Is $X(t)$ stationary?

A. No.
B. It is impossible to tell from the information given.
C. Yes.

Part (b) Find the autocorrelation of $X(t)$ at lag 2, to two decimal places.


Part (c) Which of the following is the autocorrelation function of X (t)?

????? A B C D