The first order autoregressive process is defined in my textbook to be $ε_t=\phi a_{t-1}+a_t$. Assuming the model is stationary I want to find the expected value of $ε_t$.
If I understand correctly, if a model is stationary then the expected value equals $0$ but I am not sure how to show that it equals zero.
Any hints would be greatly appreciated as I am a bit lost.