Question: 3. Suppose Yt = 3 + 4t + t2 + Xt where {Xt} is a zero-mean stationary series with autocovariance function 7k. Show that

3. Suppose Yt = 3 + 4t + t2 + Xt where {Xt} is a zero-mean stationary series with autocovariance function 7k. Show that {Vt} is not stationary but that Zt = Wt Wt_l where Wt = Yt Yt_l is stationary. (10 points)

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