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(Total marks for sub-question 16.5% ) Suppose that ( Y t ) is a (weakly) stationary process. Show that the process, X t = 0 + 1 t + Y t , is not stationary, but the process Z t = X t is weakly stationary. .

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(Total marks for sub-question 16.5% ) Suppose that ( Y t ) is a (weakly) stationary process. Show that the process, X t = 0 + 1 t + Y t , is not stationary, but the process Z t = X t is weakly stationary.

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