Business, 24.05.2021 15:10 0IggyMarie0

You obtain the following estimates for an AR(2) model of some returns data yt = 0.803yt−1 + 0.682yt−2 + ut
Where ut is a white noise error process. By examining the characteristic equation, check the estimated model for stationarity.

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You obtain the following estimates for an AR(2) model of some returns data yt = 0.803yt−1 + 0.682yt...

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