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Consider the AR (2) process Yt = 0.3Yt1 + 0.1Yt2 + at where {at} is a Gaussian white noise series. Examine the characteristic equation and

Consider the AR (2) process Yt = 0.3Yt1 + 0.1Yt2 + at where {at} is a Gaussian white noise series. Examine the characteristic equation and show that the model is stationary

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