Question: Consider the time series Xt = sin(2Ut), t = 1, 2, . . . , where U has a uniform distribution on the interval (0,

Consider the time series Xt = sin(2Ut), t = 1, 2, . . . , where U has a uniform distribution on the interval (0, 1).

Show that Xt is not strictly stationary (Hint: Consider P ( X1 > sin(/3), X2 > sin(/3) )and P( X2 > sin(/3), X3 > sin(/3) ) )

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