Question 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 = 1.5and θ = −0.5(d) An AR(2) process whose AR characteristic polynomial rootsare x = 0.8 ± 0.9i

FSUVJD The Asker · Other Mathematics

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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