Question: Consider the following ARMA(2,4) process, with , as real parameters, i.e. , R, yt = yt2 + ut + 1 ut4, ut WN(0, 1) State

Consider the following ARMA(2,4) process, with , as real parameters, i.e. , R, yt = yt2 + ut + 1 ut4, ut WN(0, 1) State the range of values for and for which yt is stationary and invertible? Assume that all roots are real number. (We do not consider complex roots here.)

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