Show that xt yt is stationary with autocovariance function
If {Xt} and {Xt + Yt} are uncorrelated stationary sequences, i.e., if Xr and Ya are uncorrelated for every r and s, show that {Xt + Yt} is stationary with autocovariance function equal to the sum of the autocovariance functions of {Xt) and {Yt}.
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