A process is stationary if: a. any collection of random variables in a sequence is taken and shifted ahead by h time periods, the joint probability distribution remains unchanged. b. there is serial correlation between the error terms of successive time periods and the explanatory variables and the error terms have positive covariance. c. there is no serial correlation between the error terms of successive time periods and the explanatory variables and the error terms have positive covariance. d. any collection of random variables in a sequence is taken and shifted ahead by h time periods; the joint probability distribution changes.