Let yt = 1yt 1 + 2yt 2+ t with t N(01) Plot the spectra of yt in the following cases:

(a) When the AR(2) characteristic polynomial has two real reciprocal roots given by r1 = 09 and r2 = 095

(b) When the AR(2) characteristic polynomial has a pair of complex re ciprocal roots with modulus r = 095 and frequency 2 8

(c) When the AR(2) characteristic polynomial has a pair of complex re ciprocal roots with modulus r = 05 and frequency 2 8 x

t