STAT443 Lecture Notes - Lecture 1: Zte, Ahir, Jason Varitek
16 Sep 2019
School
Department
Course
Professor
Document Summary
Ii showthat imt is a polynomial of degree p l int. 1 from this formula we see are polynomials of degree p 1 then we add one more variable. We name a oi 02 and we know 03 is also a polynomial of degreep 1 as 02 i and and as. For now tmt we write cpctn as cpt t faith s 03,104 are polynominal with ptdegree. 45cal a polynoimal of degree p 1 this means timme. Bo bit is not constant hence the process exel is not stationary. Yt xt xt i go bit zt bo biti ze i. Bi zt zt i we have elctl b which is constant. Lol covctt yet if h o if h l vl11 cov lyft yt i. Covcb 24 ze b zt zt it: varczes o to or if h z v chl. Therefore we conclude that yt xe xe is stationary.
