Consider the following"pure gain" transfer function
Yt=bYt-1+Xt
Let Xt be an AR(1)process satisfying Xt=aXt-1+et
where a 绝对值小于1， et是白噪声
(1) specify the time series model for Yt
(2) find the error term of Yt, what time series process does it follow?

急求急求 拜谢