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(4 points) Suppose that Zt is generated according to Z1 = a1, Zt = at + cat-1 + . . . + cal, t >

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(4 points) Suppose that Zt is generated according to Z1 = a1, Zt = at + cat-1 + . . . + cal, t > 2, where c is a positive constant. (a) Determine the mean and autocovariances of Zt. Is the process Zt stationary? (b) Determine the mean and autocovariances of Wt = (1 - B) Zt, t > 2. Is the process W stationary

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