English translation:Consider a time series {Yt} with a deterministic linear trend, i.e.Yt = a0 + a1 t + ?t, where { ?t} is a zero-mean stationary process with an autocovariance function ?X(h).Consider the difference operator such that Yt = Yt?Yt?1. You will demonstrate in this exercisethat it is possible to transform a non-stationary process into a non-stationary process.(a) Prove that {Yt} is non-stationary.(b) Prove that {Wt} is stationary, where Wt = Yt = Yt ? Yt?1.