A time-series process of the form (y_{t}=alpha+y_{t-1}+v_{t}, v_{t} sim Nleft(0, sigma^{2} ight)) can be rearranged as (y_{t}-y_{t-1}=)

A time-series process of the form \(y_{t}=\alpha+y_{t-1}+v_{t}, v_{t} \sim N\left(0, \sigma^{2}\right)\) can be rearranged as \(y_{t}-y_{t-1}=\) \(\Delta y_{t}=\alpha+v_{t}\). This shows that \(y_{t}\) is integrated of order one, since its first difference is stationary. Show that a time series of the form \(y_{t}=2 y_{t-1}-y_{t-2}+\alpha+v_{t}\) is integrated of order two.