Mathematics, 27.05.2021 14:00 enriquecastillo1196

For the ARMA(2,1) process yt=2/5y(t-1)-4/5y(t-2)-et+4/5(t-1) where en WN(0,sigma). What is the absolute value of the second root of the AR characteristic equation.

For the ARMA(2,1) process yt=2/5y(t-1)-4/5y(t-2)-et+4/5(t-1) where en WN(0,sigma).

What is the ab

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For the ARMA(2,1) process yt=2/5y(t-1)-4/5y(t-2)-et+4/5(t-1) where en WN(0,sigma). What is the absolute value of the second root of the AR characteristic equation.​

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For the ARMA(2,1) process yt=2/5y(t-1)-4/5y(t-2)-et+4/5(t-1) where en WN(0,sigma). What is the absolute value of the second root of the AR characteristic equation.