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A routine exercise designed to test one's knowledge; often from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for such questions rather than complete answers.

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Variance of an ARIMA(0,1,0) model

The question goes like Given a model $$X_t=X_{t-1}+Y_t$$ where $Y_t$ are iid random variables with $\mathbb{E}(Y_t)=0$ and $\text{Var}(Y_t)=4$, evaluate $\text{Var}(X_1+X_2+X_3+...+X_8)$. How …
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