Emmanuel DJEGOU
Problem
2.
.
I
Cov (Xt ,
Suppose
but that
IE [X+ ]
b) Let %t
IE[X]
·
7
F
=
·
Coo (Yt,
it
is
time
7-3t + Xt
=
=
=
3t
=
+
-
=
·
is
dependent
·
3t
(st
=
Yt - )
[4z)
free of t
.
Cor (7-3t +X
+,
-Cov (Xt
=>
is
.
3t
=
a) No , because
Xz -k ) UK
Uk
station
any
.
,
Xt-k)
7
-
1)
3(t) +&