Question: 6. [25 pts.] Suppose X1, X2, ... is a sequence of random variables having E(Xi) = #, for all i cov(Xi, Xj) = pli-ilg?, for

6. [25 pts.] Suppose X1, X2, ... is a sequence of

random variables having E(Xi) = #, for all i cov(Xi, Xj) =

6. [25 pts.] Suppose X1, X2, ... is a sequence of random variables having E(Xi) = #, for all i cov(Xi, Xj) = pli-ilg?, for all i and j (so this sequence is a weakly stationary time series). (a) What is E(X] - X;) for arbitrary i? (b) What is cov(X1 - Xi, X1 - X;) for arbitrary i and j

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