Question: Consider the AR(2) process yt = 1yt 1 + 2yt 2 + t with t N(0v) independent with 1 = 09 and 2 = 09

Consider the AR(2) process yt = 1yt 1 + 2yt 2 + t with t N(0v)

independent with 1 = 09 and 2 = 09 Is this process stable? If so write the process as an innite order MA process, yt = j=0 j t j Find j for all j

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