Question: Time series questions - Thanks :) Question 2 [12 marks]. Let { Zt} be a Gaussian white noise process with mean 0 and variance o2.

Time series questions - Thanks :)

Question 2 [12 marks]. Let { Zt} be a Gaussian white noise process with mean 0 and variance o2. Consider the time series Xt = ZtZt-1. Is {Xt} weakly stationary? [12]

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