Which of the following series is weak stationary? Justify your answer (for each of the series)...
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Which of the following series is weak stationary? Justify your answer (for each of the series) and state the assumptions you are using at cach step of your derivations. i). y, = E, + 0,€, 1+0,€, 2, t-1 where 0<1,i 1,2 and e, - NIID(0,0) ii). x, = u+x, +e,, where x, =0 and e, - NIID(0,0) iii). z, = z,1 +u,, !! where z, =0 and u, - NIID(0,0) %3D Which of the following series is weak stationary? Justify your answer (for each of the series) and state the assumptions you are using at cach step of your derivations. i). y, = E, + 0,€, 1+0,€, 2, t-1 where 0<1,i 1,2 and e, - NIID(0,0) ii). x, = u+x, +e,, where x, =0 and e, - NIID(0,0) iii). z, = z,1 +u,, !! where z, =0 and u, - NIID(0,0) %3D
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