Consider the time series model Xt defined as: Xt = 0.4Xt-1 + e_t + 0.3e_t-1, where the series e_t is a zero-mean white noise process with a constant variance of 2.
(i) Derive the values of the autocorrelation function of Xt at lags 1, 2, and 3.
(ii) Calculate the values of the partial autocorrelation function of Xt at lags 1 and 2.