Consider a time series {Y} with a deterministic linear trend, i.e. Yt = a0+a₁t+ €t Here {€t} is a zero-mean stationary process with an autocovariance function 7x(h). Consider the difference operator such that Yt = Yt - Yt-1. You will demonstrate in this exercise that it is possible to transform a non-stationary process into a stationary process. (a) Illustrate {Yt} is non-stationary. (b) Demonstrate {Wt} is stationary, if W₁ = Yt = Yt - Yt-1.