Question: 6. Consider the time series X; = 2t 4- H: + U.7Wg1: where W: ~ N(D,o'2). 1. What are the mean function and the variance

6. Consider the time series X; = 2t 4- H": + U.7Wg1: where W: ~ N(D,o'2). 1. What are the mean function and the variance function of this time series? Is this time series stationary? Justify your answer. (5 points) 2. Consider the rst difference; of the time series above, that is, consider Y: = X: Xtl- What are the mean function and antocovariauoe function of this time series? Is this time series stationary? Justify your answer. (5 points)

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