Question: In Section 9.9.1, it was stated that if E(Yt) has an mth-degree polynomial trend, then the mean of E(dYt) has an (m-d)th-degree trend for d

In Section 9.9.1, it was stated that "if E(Yt) has an mth-degree polynomial trend, then the mean of E(ΔdYt) has an (m-d)th-degree trend for d ≤ m. For d > m, E(ΔdYt) = 0.'' Prove these assertions.

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