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Consider the process x t = 5+4t 2 +s t +w t , where w t ~ wn(0, 2 ) and s t is a
Consider the process xt = 5+4t2+st+wt, where wt ~ wn(0,2) and st is a seasonal component with period 4. Find a differencing scheme that makes xt stationary, and compute the autocovariance function (ACVF) for the stationary process that you obtain after the differencing.
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