A1Solve b) please 2. Let X = a + bt,t = 1,..., n, where a and b are two constants and b # 0 (X, is apure deterministic time series).(a) Compute Cov(Xt, X++k) for k > 0. Can you conclude that X, is weakly sta-tionary?(b) Show that the sample autocovariance îk at lag k 20 isnーk>(t -Pk?(n – k)2nt=1

Given Xt=a+bt,t=1.......n where a and b are two constants.

Answered: 2. Let X = a+ bt, t = 1,...,n, where a…

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2. Let X = a+ bt, t = 1,...,n, where a and b are two constants and b 0 (X, is a pure deterministic time series). (a) Compute Cou(X,, X+k) for k > 0. Can you conclude that X, is weakly sta- tionary? (b) Show that the sample autocovariance îk at lag k 2 0 is 62 n-k Pk2(n – k) 2n t3D1