Question: Xt Question 4. For t Z, consider X = a + bt + Yt, where {Y}tez a, b R. Define q 1 Wt =

Xt Question 4. For t Z, consider X = a + bt

Xt Question 4. For t Z, consider X = a + bt + Yt, where {Y}tez a, b R. Define q 1 Wt = Xtj 2g+1 j=-q ~ IID(0,), and Find the mean and autocovariance functions of {Wt}. Notice that although {W} is not stationary, its autocovariance function y(t + h,t) does not depend on t.

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