Question: 9. Consider an AR(2) model and the required stability conditions. (i) Find values of a1 and a2 that violate one and only one of the

9. Consider an AR(2) model and the required stability conditions.

(i) Find values of a1 and a2 that violate one and only one of the three stationarity conditions (you should have three sets of values, one for each violation).

(ii) Plot the first 25 values for the impulse response functions.

(iii) What do you conclude?

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