Question 2 A time series (XateN, is stationary in the mean if E(:ct) 2 at = u, a constant, for all t 6 N. Consider the following model 21% = (16103: + 5t; where E (at) = 0 and where {3:} is a cyclic component with St 2 Stan. (i) Show that applying the seasonal difference operator V12 does not make this model stationary in the mean. (ii) What additional dierence operator would you apply in order to make the model stationary in the mean? (iii) Justify your answer in detail