This is not a homework question.
The series in question is: $$z_{n} = e^{-n\pi i} + (-1)^n i$$
Simplification would results into: $$ z_{n} = \cos(n\pi)+ (-1)^n i$$
and I think neither of these limits, $lim_{n \to \infty} \cos(n\pi)$ and $ \lim_{n \to \infty} (-1)^n$, exists. Correct?
Hint:
If $a_n,b_n\in\mathbb R$ then $(a_n+ib_n)_n$ will converge if and only if $(a_n)_n$ and $(b_n)_n$ both converge.