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Consider the following ARMA(2,4) process, with,as real pa- rameters, i.e., R, y t =y t2 +u t +1/u t4, utWN(0,1) State the range of values

Consider the following ARMA(2,4) process, with,as real pa- rameters, i.e., R,

y_t=y_t2+u_t+1/u_t4, utWN(0,1)

State the range of values forandfor whichy_tis stationary and invertible? Assume that

all roots are real number.

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