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Q1 [4pts] Consider model at = Bo + Bit + Wt - 2wt-1, where w1, W2, . .., are white noise with variance ow. (a)

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Q1 [4pts] Consider model at = Bo + Bit + Wt - 2wt-1, where w1, W2, . .., are white noise with variance ow. (a) [1pts] Is at stationary or not? Why? (b) [3pts] Consider the differenced sequence yt = Vat = Xt - t-1. Find the model for yt. Find the autocovariance function y(t, t + k) = Cov(yt, Uttk) for k 2 0. Is yt stationary or not

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