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Oefening 4/ Exercise 4 Beskou die model / Consider the model Yt = $1Yt-1 + $2Yt-2 + Wt, waar / where Wt ~WN(0, ow) .

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Oefening 4/ Exercise 4 Beskou die model / Consider the model Yt = $1Yt-1 + $2Yt-2 + Wt, waar / where Wt ~WN(0, ow) . Toon aan dat die voorwaardes vir stationeriteit in terme van die parameterwaardes gegee word deur ( beskou slegs die inverse reele wortels van die karakteristieke vergelyking): Show that the conditions for stationarity in terms of the parameter values are given by (consider only the real inverse roots of the characteristic equation): (9) $1 + $2

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