Which process is not stationary?

(a) White noise

(b) (1 − 0.3B)Yt = (1 − B)et

(c) The first difference of a ARIMA(1,1,1) process with φ = 1.5 and θ = −0.5

(d) An AR(2) process whose AR characteristic polynomial roots are x = 0.8 ± 0.9i

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Answer - (c).The first difference of a ARIMA(1,1,1) process with φ = 1.5 and θ = −0.5 a, b and d are stationary since,   a) White noise processes are stationary. b) The absolute value of the root of the AR characteristic pol is 1/0.3 > 1 and so stationary. d) 0.8 ± 0.9i| > 1 and so stationary.  ...