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4. Suppose that {Z } is generated according to Zt = Wt + cut-1 + CWt-2 + cut-3+ ...+ cwo, t >0, where c is

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4. Suppose that {Z } is generated according to Zt = Wt + cut-1 + CWt-2 + cut-3+ ...+ cwo, t >0, where c is a constant and w's are white noise with mean zero and variance o'. (a) Find the mean and the autocovariance function for {Z+}. Is {Z} stationary? (b) Find the mean and the autocovariance function for the first differenced series, {AZ,}. Is {AZ} stationary

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