ADF reparametrisation

(a) For $y_t = 1.5y_{t-1} - 0.3y_{t-2} - 0.2y_{t-3} + e_t$, find $\gamma$, $\delta_1$, $\delta_2$ in (13A.5). Factor $\Phi(z)$ and decide whether $y$ is $I(0)$, $I(1)$ or explosive. (b) Repeat for $y_t = 1.2y_{t-1} - 0.1y_{t-2} - 0.2y_{t-3} + e_t$, and give the modulus of the smallest root of $\Phi$.