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I don't know how to determine the truth of the following statements regarding this time series model. I know a covariance stationary time-series has properties that don't change over time, but I don't know how to find out if that's true. I also don't know how to determine if a particular series is a random walk with or without a drift.

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Perhaps you can use the following link for better understanding:

https://lectures.quantecon.org/jl/arma.html

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    $\begingroup$ This may be helpful but it doesn't answer the question. $\endgroup$
    – Michael R. Chernick
    Commented May 25, 2018 at 21:05

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