What is the autocorrelation function in the following ARIMA(0,1,1) model? $X_t-X_{t-1}=a_t-0.2a_{t-1}$
$t=2,3,...$
If the roots of $\phi(B)$ are not in the unit circle that means it is not a stationary process. I could also find the Spectral density as $f_z(\lambda)=|\theta\left(\exp^{-i\lambda}\right)|^2=\left|1-0.2e^{-i\lambda}\right|^2$ I don't know how to get the Autocorrelation function?