Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 218 / 6 / a

A weakly stationary process has a constant finite mean and covariance $\mathrm{Cov}(X_t,X_{t+h})$ depending only on lag $h$. The plotted process is not stationary: it has a declining trend and a pronounced oscillation of period about $25$, so its mean depends on time.