1. (a) Consider the stochastic processes given below, where ?t is a normally distributed white noise. For each process determine whether it is covariance stationary, strictly stationary, or integrated of order one, or neither of these: i. Xt = 1 + t + ?t ii. (1 ? 0.2L ? 0.8L²)Xt = ?t iii. Xt = ?t?t?1
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