Which of the following is not a stationary time series model, where y, are i.i.d N (0,02) random variables andⒸAY₁ = a +8Y₁-1 + Ea and are constantsⒸB. Y₁ = (₁ + E-1)+OCY₂ = 8+ Y₁-1¹8 the drift.D. Y₁ = tt-1E. None of the provided options.Et are WN(0,02)

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Answered: following is not a stationary time…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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following is not a stationary time series model, where Y, are i.i.d N(0,02) random variables and are WN(0,02)