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15.13 Suppose Y; follows a random walk, 1'; = 1L1 + ut, for r = 1, . . . , T, where K) = 0

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15.13 Suppose Y; follows a random walk, 1'; = 1L1 + ut, for r = 1, . . . , T, where K) = 0 and at is i.i.d. with mean 0 and variance 0%. a. Compute the mean and variance of Y,. b. Compute the covariance between Yr and YH'. c. Use the results in (a) and (b) to show that Y, is nonstationary

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