Assume that a time series Xt contains a constant seasonal component St

Assume that a time series {Xt} contains a constant seasonal component {St}, such that St = St_2 for all t. Assume that at is a weakly stationary process with mean 0 and autocovariance function 76(t). (a) [15 marks] Let X: = a + t3; + e: + et_1 where a is a constant. Find the mean and autocovariance functions of Xt and then explain why Xt is not a weakly stationary process. (b) [10 marks] Find a ltered version of the nonstationary process in part (a) using the difference Operator V\"c and/ or the lag difference Operator Vk (or some combination) that will be weakly stationary