6. Consider the following process: G+ = 4+3.5Gt-1 4.5G+-2 + 2.5Gt-3 0.5Gt-4 + Et 0.7t-1, where Et ~ WN(0,02). a) Define this process as ARIM A(p,d, 9), i.e. find the values p, d,q b) Write an explicit expression for Gi := AdGt, i.e. the d-th difference of G+ (here parameter d should be taken from a)). Prove that Gy is weakly stationary using any appropriate method. (10 points) 6. Consider the following process: G+ = 4+3.5Gt-1 4.5G+-2 + 2.5Gt-3 0.5Gt-4 + Et 0.7t-1, where Et ~ WN(0,02). a) Define this process as ARIM A(p,d, 9), i.e. find the values p, d,q b) Write an explicit expression for Gi := AdGt, i.e. the d-th difference of G+ (here parameter d should be taken from a)). Prove that Gy is weakly stationary using any appropriate method. (10 points)