Which of the following processes (Xt)t is weakly stationary? A: Xt = 1:6 + Xt 1 + V t B: Xt = 0:6 Xt-1 +V t C: Xt = 0:8 Xt-1 + V t D: Xt = 0:8 t + 0:6 V t – 1 The term (t) is always assumed to be white noise with variance one
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Which of the following processes (Xt)t is weakly stationary?
A: Xt = 1:6 + Xt 1 + V t
B: Xt = 0:6 Xt-1 +V t
C: Xt = 0:8 Xt-1 + V t
D: Xt = 0:8 t + 0:6 V t – 1
The term (t) is always assumed to be white noise with variance one
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