Question: Consider the time series X t = 2 + 3 t + W t where W t are Gaussian white noises from N (0 ,

Consider the time series

Xt = 2 + 3t + Wt

where Wt are Gaussian white noises from N(0,1).

(1)Is Xt stationary? Why and why not.

(2)Is Yt = Xt ? Xt?1 stationary? Why and why not.

(3)Let

Consider the time seriesXt = 2 + 3t + Wtwhere Wt are

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