Question: 4. (8 marks) Let {Y } be a stationary time series with ACVF vy(h), {st} a seasonal component with period 12, and a and b

4. (8 marks) Let {Y } be a stationary time series

4. (8 marks) Let {Y } be a stationary time series with ACVF vy(h), {st} a seasonal component with period 12, and a and b constants. (a) (4 marks) Let Xt = a + bt + st + Yt. Show that {VV12Xt} is stationary and find its ACVF in terms of vy (h). (b) (4 marks) Let Xt = (a + bt)st + Yt. Show that {V72 X} is stationary and find its ACVF in terms of vy (h)

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