Question: Suppose yt = 0 + 1t + + qt q + xt, q 6= 0, where xt is stationary. First, show that

Suppose yt = β0 + β1t + · · · + βqt q + xt, βq 6= 0, where xt is stationary. First, show that ∇kxt 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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