Question: (Unit Circle) In Example 25.2 we find the conditions for AR(2) stationarity. Lemma 25.2 [AR(p) Covariance Stationarity, p. 655] gives an alternative approach: the routs

(Unit Circle) In Example 25.2 we find the conditions for AR(2) stationarity. Lemma 25.2

[AR(p) Covariance Stationarity, p. 655] gives an alternative approach: the routs of

2-2-0-0

must lic strictly inside the complex unit circle. Derive the stationarity restrictions on and from this characterization.

2-2-0-0

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