Question: Answer the following question. Include all steps and assumptions that are needed. 1 Problem 1 {Stationarity does not imply strict stationarity) Consider wt iid Normal(0,

Answer the following question. Include all steps and assumptions that are

Answer the following question. Include all steps and assumptions that are needed.

needed. 1 Problem 1 {Stationarity does not imply strict stationarity) Consider wt

1 Problem 1 {Stationarity does not imply strict stationarity) Consider wt iid Normal(0, 1). Dene wt if t = 1,3,5,7, 33f = _ . nial 1) if t = 2,4, 6, 8, a Compute the mean function for act. ( (b Compute the autocovariance function for m. ( (d ) ) 0) Explain Why (mt) is WN(0, 1), and hence weakly stationary. ) Are 51:1 and 11:2 identically distributed? If not, nd their corresponding density functions. ) (e Is (33;) strictly stationary? Why or Why not

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