Question: Suppose Yt = 3 + 8t + t2 + Xt where {Xt} is a zero-mean stationary series with autocovariance function k. Show that {Yt} is

Suppose Yt = 3 + 8t + t2 + Xt where {Xt} is a zero-mean stationary series with autocovariance function k. Show that {Yt} is not stationary but that Zt = Wt Wt1 where Wt = Yt Yt1 is stationary. (10 points)

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