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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 ${W_{t}}$ is i.i.d. $N(0,1)$.
(a) $X_{t}=t+W_{5}$ (b) $X_{t}=t+W_{t}$ (c) $X_{t}=W_{t}$ (d) $X_{t}=W_{t}W_{t?2}$ (e) $X_{t}=W_{t}?W_{t?1}$ (f) Let $W_{1}$ and $W_{2}$ be independent random variables, each with mean 0 and variance $?_{2}$, and let $?$ be a constant. Consider the following process: $X_{t}=W_{1}cos(?t)+W_{2}sin(?t)$