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Consider the series xt = sin(2U t), t = 1, 2, . . ., where U has a uniform distribution on the interval (0, 1).

Consider the series xt = sin(2U t), t = 1, 2, . . ., where U has a uniform distribution on the interval (0, 1). (a) Prove xt is weakly stationary. (b) Prove xt is not strictly stationary. [Hint: consider the joint bivariate cdf (1.18) at the points t = 1, s = 2 with h = 1, and find values of ct, cs where strict stationarity does not hold.]

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