Question: Write the AR polynomial for the process Xt = ?.25Xt?1 + 0.75Xt?2+ et . Then find its roots, and use them to check for weakstationarity.
Write the AR polynomial for the process Xt = ?.25Xt?1 + 0.75Xt?2+ et . Then find its roots, and use them to check for weakstationarity. Plot the theoretical ACF. 1 answer
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