4. Which of these processes are stationary? Justify why or why not. a. X=0.6(x-5)+e, b. X = 0.9X c. X = 0.9X t-1 +0.20X₁.2 + e₁ t-2 0.20X-2 + e₁ t-1 d. X₁ = X₁₁₁ + e₁ t-1 e. X₁ = e₁ - e₁-1 - Throughout, let {et} be a white noise process with constant variance o²

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 19E
Question

Please assist with the following questions with the answers.

4. Which of these processes are stationary? Justify why or why not.
a. X=0.6(x-5)+e,
b. X = 0.9X
c. X = 0.9X
t-1
+0.20X₁.2 + e₁
t-2
0.20X-2
+ e₁
t-1
d. X₁ = X₁₁₁ + e₁
t-1
e. X₁ = e₁ - e₁-1
-
Transcribed Image Text:4. Which of these processes are stationary? Justify why or why not. a. X=0.6(x-5)+e, b. X = 0.9X c. X = 0.9X t-1 +0.20X₁.2 + e₁ t-2 0.20X-2 + e₁ t-1 d. X₁ = X₁₁₁ + e₁ t-1 e. X₁ = e₁ - e₁-1 -
Throughout, let {et} be a white noise process with constant variance o²
Transcribed Image Text:Throughout, let {et} be a white noise process with constant variance o²
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