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1. Differencing (5 + 10 + 5 pts) Let {Yt , t = 1, 2, ...} be a weakly stationary time-series. Define Xt = ?Yt

1. Differencing (5 + 10 + 5 pts) Let {Yt , t = 1, 2, ...} be a weakly stationary time-series. Define Xt = ?Yt .

1. What is the mean of Xt?

2. Express the covariance function of Xt as a function of the covariance function of Yt .

3. Is Xt also weakly stationary? Explain your answer.

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1. Differencing (5 + 10 + 5 pts) Let {Yt, t = 1,2,...} be a weakly stationary time-series. Define Xt = VYt. 1. What is the mean of Xt? 2. Express the covariance function of Xt as a function of the covariance function of Yt. 3. Is Xt also weakly stationary? Explain your

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