Question: Given the process x(t) = a + bt + e(t), where e(t) is a white noise process with known variance, show that y(t) = x(t)

Given the process x(t) = a + bt + e(t), where e(t) is a white noise process with known variance, show that y(t) = x(t) - x(t-1) is a stationary time series

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