Let {e_t} be an iid normal process with mean = 0 and variance ² = 1. That is, the process values are all independent normal random variables with mean 0 and variance 1. The sequence {e_t} is called a standard normal white noise process. Prove or disprove the following:

(a)the process {X_t} defined by X_t = e_te_t1 is weakly stationary.

(b) the process {Y_t} defined by Y_t = e_t + e_t1 is weakly stationary.