2. a) Give the definition of,a stationary time series Y. b) Let (Z,) be a sequence of independent starrlard normal variables (e, having means 0 and varl- ance 1). Show that the time series (Y}r20 defined by Y- stationary. Zo and Ys - Y- 221 (t2 0) is not

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2. a) Give the definition of,a stationary time series Y
b) Let (Z,} be a sequence of independent starlatd normal variables (Le, having means 0 and vari-
ance 1). Show that the time series (Y)o defined by Y.
stationary.
Zo and Ys- Y- 2241 (t 20) in not
%3D
Transcribed Image Text:2. a) Give the definition of,a stationary time series Y b) Let (Z,} be a sequence of independent starlatd normal variables (Le, having means 0 and vari- ance 1). Show that the time series (Y)o defined by Y. stationary. Zo and Ys- Y- 2241 (t 20) in not %3D
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