page 202 has an example of a non-stationary ARIMA(1,1,1) process

I did the reading but can't get started with the homework. The intuitive process NEAS sketched out doesn't make sense either. I think I'm getting confused when notations are written out like in the homework assignment. Can someone please clarify how to go about A?

The PDF downloads for this homework assignment don't work for me. My browser is giving me the error "duplicate headers received from server."

[NEAS: The PDF files work in our browser and have been downloaded 606 times. Can any one else verify if there is a problem with these files?]

As stated, the first difference is a AR(1) process. But we can't use any of the AR(1) formulas on page 193, because we have a mean of 0 and those formulas only work for nonzero means.

Is this statement correct? I'm trying to figure out why equation 9.3.6 can't be used to solve part C.

Also, I had the same problem as pas (when using Chrome, I wasn't able to download the pdfs). But I re-opened this page in IE and was able to download the pdfs.