An AR(2) process is defined by X_n=a*X_{n-1}+(1/2)*X_{n-2}+E_n, where E_n is white noise, and a>0. If this process is stationary, then parameter a should satisfy A a>1/2 В а>1 с а>2 None of above An...

Mm1

Extracted text: An AR(2) process is defined by X_n=a*X_{n-1}+(1/2)*X_{n-2}+E_n, where E_n is white noise, and a>0. If this process is stationary, then parameter a should satisfy A a>1/2 В а>1 с а>2 None of above An ARMA process is defined by X_n=a*X_{n-1}+Z_{n}+bZ_{n-1}, where Z_n is white noise. If this process is stationary, which of the following conditions should be satisfies? A [b|<1 b="" [b|="">1 C lal<1 jal="">1