For this assignment, Xt denotes the observed time series, Zt the white noise generating he process {Xt}, B the back shift operator, n the sample size, xt is the observed value of Xt in a sample. 1....

For this assignment, Xt denotes the observed time series, Zt the white noise generating he process {Xt}, B the back shift operator, n the sample size, xt is the observed value of Xt in a sample. 1. Show that for {Xt} following the ARIMA(1, 1, 0) model with —1