Show that if an AR(2) process has a pair of complex roots given by r exp( i
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Show that if an AR(2) process has a pair of complex roots given by r exp( i ) they can be written in terms of the AR coe cients as r =
2 and cos( ) = 1 2r.
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Related Book For 
Time Series Modeling Computation And Inference
ISBN: 9781498747028
2nd Edition
Authors: Raquel Prado, Marco A. R. Ferreira, Mike West
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