Question: A time series with a periodic component can be constructed from xJr = U1 sin(2nw0r) + U2 003(275wor) , where U1 and U2 are independent

 A time series with a periodic component can be constructed from

A time series with a periodic component can be constructed from xJr = U1 sin(2nw0r) + U2 003(275wor) , where U1 and U2 are independent random variables with zero means and [E[U12] = E[U22] = 0'2 .The constant coo determines the period or time it takes the process to make one complete cycle. Show that this series is weakly stationary with autocovariance function y(h) = 0'2 cos(27rcooh) . Hint: Use trigonometric identity cos(a : ) = cos(a) c0506) i sin(a) sin()3)

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