Question: 1. Consider the AR (2) model Yt Y = 0Yt-1 + Yt-2 + t 3 2 in the two cases, (i) = 2 =

1. Consider the AR (2) model Yt Y = 0Yt-1 + Yt-2

1. Consider the AR (2) model Yt Y = 0Yt-1 + Yt-2 + t 3 2 in the two cases, (i) = 2 = 2 and (ii) 1 = 1, 2 = 16 - 1 10' 25 In both cases check that the stationarity condition is satisfied and find (a) the infinite moving average representation of the stationary pro- cess {Yt}, (b) numerical values, correct to 4 decimal places, for the first four autocorrelations, P1, P2, P3 and P4, (c) a general expression for the autocorrelation function, {pr T 0}. :

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