Question: 3. If the time series {y} is generated by the process Ut = / + yt-1 + Et where u is a constant and e

3. If the time series {y} is generated by the process

Ut = / + yt-1 + Et where u is a constant

3. If the time series {y} is generated by the process Ut = / + yt-1 + Et where u is a constant and e is a white noise, then ye ~ I (1)

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