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Section 2.2 2.6 Consider a process consisting of a linear trend with an additive noise term con- sisting of independent random variables wt with zero means and variances o-, that is, Xt = Bo + Bit + Wt, where Bo, B1 are fixed constants. (a) Prove It is nonstationary. (b) Prove that the first difference series Vxt = Xt - Xt-1 is stationary by finding its mean and autocovariance function. (c) Repeat part (b) if w, is replaced by a general stationary process, say y, with mean function My and autocovariance function yy (h)