Consider the following AR(2) process:
yt= 1.5yt-1- 0.5yt-2+ut
This is a
a) Stationary process
b) Unit root process
c) Explosive process
d) Stationary and unit root proces
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Consider the following AR(2) process:
yt= 1.5yt-1- 0.5yt-2+ut
This is a
a) Stationary process
b) Unit root process
c) Explosive process
d) Stationary and unit root proces