Consider the following processes zt de_ned by
(i) zt = _0 + _1_t,
(ii) zt = _0 + _1t + _t,
(iii) zt = _t0 e_t , _0 > 0
(iv) zt = _0 + _t + _1_t1,
where _0 and _1 are constant and f_tg is a white noise process with zero-mean
and variance _2 de_ne a new process yt (as a function of zt) that is stationary.
Provide E(yt), Var(yt) and Cov(yt,yt+k) for k = 1; 2.
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