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Math Help - stationarity of this time series

  1. #1
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    stationarity of this time series

    Given that Y_t=(-1)^tZ where Z is a rv with mean 0 and variance 1. Is this a stationary series?

    The expected value, E[Y_t]=0

    But the covariance:

    COV(Y_t,Y_{t+h})=E[Y_tY_{t+h}]=E[(-1)^tZ(-1)^{t+h}Z]=E[(-1)^{2t+h}Z^2]=(-1)^{2t+h}E[Z^2]=(-1)^{2t+h}

    This is dependent on t for all h and therefore am i right to say that it is non-stationary?
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    Re: stationarity of this time series

    Hello,

    And what is (-1)^{2t} ?
    It is stationary because a^{bc}=(a^b)^c !
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