What is the definition of a covariance stationary time series? Identify which of the following three time series is a stationary time series and justify your answer.

a) yt = $mu$ + e_{t} e_{t} ~ I.I.D (0,sigma)

b) y_{t} = $Beta$ _{0} + $Beta$ _{i} trend + e_{t } e_{t} ~ I.I.D (0,sigma)

c) y_{t} = $mu$ + e_{t} e_{t} ~ I.D (0,sigma)

I need help in the above question. (mu) stands for the sign shaped like "u".

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