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Problem 2. Consider a time series: It = Bo + Bit + wt with Bo and B1 being known constants and wt being a white

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Problem 2. Consider a time series: It = Bo + Bit + wt with Bo and B1 being known constants and wt being a white noise with variance o?. (10 points) a) Check whether It is stationary. (5 points) b) Show that the process yt = It - Tt-1 is stationary. (5 points)

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