Let {Zt} be a sequence of independent normal random variables, each with mean 0 and variance σ2, and let a, b, and c be constants. Which, if any, of the following processes are stationary? For each stationary process specify the mean and autocovariance function.
a. Xt = a + bZt + cZt−2
b. Xt = Z1 cos(ct) + Z2 sin(ct)
c. Xt = Zt cos(ct) + Zt−1 sin(ct)
d. Xt = a + bZ0
e. Xt = Z0 cos(ct)
f. Xt = ZtZt−1

16.9 times 2.85

step-by-step explanation:

let f (x ) is a function and c be a positive real number,   the graph of the function g (x ) = f (cx ) is represented as follows.

when, c > 1,   the function compresses it in the x - direction.

when, 0 < c < 1, the function stretches it.

the function is g ( x ) = (9x )2.

the heighest power of x in g ( x ) = (9x )2 is 2, so the parent function is square function.

the equation of parent function is f ( x ) = x 2 .

the function is g ( x ) = (9x )2 and the parent function is f ( x ) = x 2 .

so, the functions f and g have the following relationship.

g ( x ) = f ( 9x ).

compare the function g ( x ) = f ( 9x ) with g (x ) = f (cx ).

c = 9 ( > 1 ).

so, the function g (x ) = (9x )2 compresses it in the x - direction.

step-by-step explanation:

p - 6

step-by-step explanation

so you know that it cost $6 to see a movie you subtract p - 6 to get your answer

hope this !