Question: Time Series Analysis and Its Applications: With R Examples (Third edition) Suppose yt=0+1t++qtq+xt, q=0, where xt is stationary. First, show that k xt is stationary

Time Series Analysis and Its Applications: With R Examples (Third edition)

Suppose

yt=0+1t++qtq+xt, q=0,

where xt is stationary. First, show that k xt is stationary for any k = 1, 2, . . . , and then show that kyt is not stationary for k < q, but is stationary for k q.

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