Answer the following question. Include all steps and assumptions that are needed.

1 Problem 1 {Stationarity does not imply strict stationarity) Consider wt iid Normal(0, 1). Dene wt if t = 1,3,5,7, 33f = _ . nial 1) if t = 2,4, 6, 8, a Compute the mean function for act. ( (b Compute the autocovariance function for m. ( (d ) ) 0) Explain Why (mt) is WN(0, 1), and hence weakly stationary. ) Are 51:1 and 11:2 identically distributed? If not, nd their corresponding density functions. ) (e Is (33;) strictly stationary? Why or Why not