(Solved): 6. Stationarity Indicate if the following processes are covariance stationary and motivate your an ...

6. Stationarity Indicate if the following processes are covariance stationary and motivate your answer (if needed compute mean, variance and autocovariance). a) \( y_{t}=\varepsilon_{1 t}+t \varepsilon_{2 t} \), where \( \varepsilon_{1 t} \) and \( \varepsilon_{2 t} \) are zero mean iid processes with variances \( \sigma_{1}^{2} \) and \( \sigma_{2}^{2} \); b) \[ y_{t}=\left\{\begin{array}{ll} 0.5 y_{t-1}+\varepsilon_{t}, & \text { for } \quad t