Find out whether each of the following processes {Xt} is weakly stationary or nonstationary. For the weakly stationary processes, find the mean and autocovariance functions. Consider in each question that {et}~ WN(0,02). 2 Xo = 0, and Xt = Xt-1 + et for t > 1. Hint: note here that et must be independent of Xt-1.

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Find out whether each of the following processes {Xt} is weakly stationary or nonstationary. For the
weakly stationary processes, find the mean and autocovariance functions. Consider in each question that
{t}~ WN(0, 0²).
Xo = 0, and X₁ = Xt−1 + €t for t≥ 1. Hint: note here that et must be independent of Xt-1.
Transcribed Image Text:Find out whether each of the following processes {Xt} is weakly stationary or nonstationary. For the weakly stationary processes, find the mean and autocovariance functions. Consider in each question that {t}~ WN(0, 0²). Xo = 0, and X₁ = Xt−1 + €t for t≥ 1. Hint: note here that et must be independent of Xt-1.
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