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4. Find the AR roots of the following generating process: yt = 4+ 0.6yt1 + 0.2yt-2 + t [5] 5. What Augmented Dickey-Fuller test

4. Find the AR roots of the following generating process: yt = 4+ 0.6yt1 + 0.2yt-2 + t [5] 5. What Augmented Dickey-Fuller test (ADF) regression specification would be appropriate to text for a unit root in the generating process of question 4? [5]

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