How can I determine if
$\ y_t = c_1 +c_2t +u_t$
$\ c_1$ and $\ c_2 $ are known constants and $\ u_t $ is a white noise process with variance $\sigma^2 $.
I do not understand the role of the t.
Am I right to describe this as a trend stationary process?
How can I show the mean of the moving average?