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Suppose that {Yt} is stationary with autocovariance function γk. (a) Show that Wt = ∇Yt = Yt − Yt − 1 is stationary by finding the mean and autocovariance function for {Wt}. (b)Show that Ut = ∇2Yt = ∇[Yt − Yt−1] = Yt −
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Suppose that {Yt} is stationary with autocovariance function γk. (a) Show that Wt = ∇Yt = Yt − Yt −...
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