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Considere el autorregresivo de orden p, AR(p), modelo 1 1 2 2 , t ttptptxxxx donde suponemos que 2 ~ (0, ) t iid WN

Considere el autorregresivo de orden p, AR(p), modelo 1 1 2 2 , t ttptptxxxx donde suponemos que 2 ~ (0, ) t iid WN i) Defina el polinomio caracterstico del modelo AR(p). ii) Cul es la condicin de estacionariedad para el modelo AR(p)? iii) Para qu valores de parmetro para 1 2 , , , p tiene raz unitaria el modelo AR(p)? iv) Es el modelo AR(3) con 1 2 3 0.4, 0.4 y 0.2 un proceso de raz unitaria? v) Es el modelo AR(3) con 1 2 3 0.4, 0.4 y 0.2 un proceso de raz unitaria?

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