Question: Consider the process x t = 5+4t 2 +s t +w t , where w t ~ wn(0, 2 ) and s t is a

Consider the process x_t = 5+4t²+s_t+w_t, where w_t ~ wn(0,²) and s_t is a seasonal component with period 4. Find a differencing scheme that makes x_t stationary, and compute the autocovariance function (ACVF) for the stationary process that you obtain after the differencing.

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