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I have a question about differencing in time series analysis. I know the formula below, but I am not sure how to apply it to

I have a question about differencing in time series analysis.

I know the formula below, but I am not sure how to apply it to Yt.

Could you give me some advice?

Thanks,

Formula:

image text in transcribedimage text in transcribed
VXt : = Xt - Xt-1 = Mt + yt - Mt-1 - Vt-1 = 0+ Wt + yt - yt-1Let {Yt.t - 1, 2,...} be a weakly stationary time-series. Define Xt = VYt. 1. What is the mean of X? 2. Express the covariance function of X, as a function of the covariance function of Yt. 3. Is X, also weakly stationary? Explain your

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