"1_ Consider the time series Xt = 2 + 3t + Wt where Wt are Gaussian white noises from N(0,1). (1) Is Xt stationary? Why and why not_ (2) Is Yt = Xt _ Xt-1 stationary? Why and why not_ (3) Let Vt = Xt-j' q j=1 Compute the mean; variance, and autocovariance functions of Vt"
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