Let {S(t), t=1,2,...} be a zero-mean, unit variance, second-order stationary process in R^1,
and define Y(t)=S(t)+k(t-(n+1)/2), t=1,2,...,n.
Then the process Y(t) is not second-order stationary process since it is contaminated with linear trend, k – degree of contamination.
Define R(h)...