3. (Stationarity) For each of the following time series, identify if it is a stationary process. If yes, compute the mean and autocovariance function. Here, we assume that {Wt?} is i.i.d. N(0,1). (a) Xt?=t+W5? (b) Xt?=t+Wt? (c) Xt?=Wt2? (d) Xt?=Wt?Wt?2? (e) Xt?=Wt??Wt?1? (f) Let W1? and W2? be independent random variables, each with mean 0 and

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3. (Stationarity) For each of the following time series, identify if it is a stationary process. If yes, compute the mean and autocovariance function. Here, we assume that {Wt?} is i.i.d. N(0,1).  (a) Xt?=t+W5? (b) Xt?=t+Wt? (c) Xt?=Wt2? (d) Xt?=Wt?Wt?2? (e) Xt?=Wt??Wt?1? (f) Let W1? and W2? be independent random variables, each with mean 0 and variance ?2, and let ? be a constant. Consider the following process: Xt?=W1?cos(?t)+W2?sin(?t)

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