(a) For each pair of coefficients, write the characteristic polynomial, evaluate the discriminant, determine the characteristic roots,...
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(a) For each pair of coefficients, write the characteristic polynomial, evaluate the discriminant, determine the characteristic roots, and compute their moduli.
i. \(\phi_{1}=\sqrt{2} ; \phi_{2}=-1 / 2\)
ii. \(\phi_{1}=9 / 8 ; \phi_{2}=-1 / 4\)
iii. \(\phi_{1}=1 / 4 ; \phi_{2}=1 / 2\)
iv. \(\phi_{1}=-1 / 2 ; \phi_{2}=3 / 4\)
v. \(\phi_{1}=-1 / 2 ; \phi_{2}=1 / 2\)
(b) For each pair of roots, write a characteristic polynomial that has those roots, and write the coefficients of an \(\mathrm{AR}(2)\) process that has a characteristic polynomial with the given roots.
i. Roots \(z_{1}=2\) and \(z_{2}=4\).
ii. Roots \(z_{1}=1+2 \mathrm{i}\) and \(z_{2}=1-2 \mathrm{i}\).
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