(i) Show that the series {Y}, Yt = A3Xt is non-stationary.

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(i) Show that the series {Y}, Yt = A3Xt is non-stationary.
Transcribed Image Text:(i) Show that the series {Y}, Yt = A3Xt is non-stationary.
(b) Consider the non-stationary series {Xt}, Xt = t² + St + €t
where St has period 3 and € ~ iid(0, 0²).
Transcribed Image Text:(b) Consider the non-stationary series {Xt}, Xt = t² + St + €t where St has period 3 and € ~ iid(0, 0²).
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