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Let{yt}be a stationary time series with mean 0, and letaandbbe constants. Setxt=a+bt+st+yt, wherestis a seasonal component with period 12. Show that the time series12xt= (1B)(1B12)xtis

Let{yt}be a stationary time series with mean 0, and letaandbbe constants. Setxt=a+bt+st+yt, wherestis a seasonal component with period 12. Show that the time series12xt= (1B)(1B12)xtis stationary, and express its ACVF in terms of the ACVF for{yt}.

Just need the ACVF PART?

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