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    Calculations Regarding Time Series Analysis

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    Suppose Cov(X(t), X(t-k)) = y(k) is free of t but that E(X(t)) = 3t.
    (a) Is {X(t)} stationary?
    (b) Let Y(t) = 7 - 3 t + X(t). Is {Y(t)} stationary?

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    2.11 Suppose C0v(X,,X,_ k) = yk is free oft but that E(X,) = 3:.
    (a) Is {X,} stationary?
    (b) Let Y, = 7 — 3! +X,. Is {Y,} stationary?
    Solution
    a) In order to show that {XI} is stationary, we have to show that its mean ...

    Solution Summary

    This solution explains how to execute calculations regarding a time series analysis.

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