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Xt= 0.4 +X(t1)+t where t is a white noise time series following N(0,1). Let Yt=XtX(t1) be a new time series obtained by taking a first

Xt= 0.4 +X(t1)+t

where t is a white noise time series following N(0,1). Let Yt=XtX(t1) be a new time series obtained by taking a first difference of the series Xt. Show that Yt is stationary.

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