Test the output from Exercise 13.17 for infinite variance using the methods described in Section 12.5. Using the output from Exercise 13.6, test for both infinite mean and variance using the methods...

Test the output from Exercise 13.17 for infinite variance using the methods described in Section 12.5.

Using the output from Exercise 13.6, test for both infinite mean and variance using the methods described in Section 12.5. Also test for stationarity using the Dickey–Fuller test from Section 13.7(E).