Question: Suppose that (left{x_{t} ight}) is an (mathrm{I}(d)) process for (d>k), for some integer (k>1). (a) Show that (left{x_{t} ight}) is an (mathrm{I}(d+k)) process (b) Show

Suppose that \(\left\{x_{t}\right\}\) is an \(\mathrm{I}(d)\) process for \(d>k\), for some integer \(k>1\).

(a) Show that \(\left\{x_{t}\right\}\) is an \(\mathrm{I}(d+k)\) process

(b) Show that \(\triangle^{k}\left(\left\{x_{t}\right\}\right)\) is an \(\mathrm{I}(d-k)\) process.

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