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An excercise question for time series analysis asks:

Consider the process $$ y_t = 0.8y_{t-1} 0.1y_{t-2} + u_t $$

1. Is this process weakly stationary (I would answer this with the stability triangle)

2. Under which assumptions does this property imply strong stationarity

I thought that strong stationarity always implies weak stationarity, but not that it can be the other way around.

An excercise question for time series analysis asks:

Consider the process $$ y_t = 0.8y_{t-1} + 0.1y_{t-2} + u_t $$

1. Is this process weakly stationary (I would answer this with the stability triangle)

2. Under which assumptions does this property imply strong stationarity

I thought that strong stationarity always implies weak stationarity, but not that it can be the other way around.

An excercise question for time series analysis asks:

Given is the process $$ y_t = 0.8y_{t-1} 0.1y_{t-2} + u_t $$

1. Is this process weakly stationary (I would answer this with the stability triangle)

2.Under which assumptions does this property imply strong stationarity

I thought, strong always implies weak, but not, that it can be the other way around?

An excercise question for time series analysis asks:

Consider the process $$ y_t = 0.8y_{t-1} 0.1y_{t-2} + u_t $$

1. Is this process weakly stationary (I would answer this with the stability triangle)

2. Under which assumptions does this property imply strong stationarity

I thought that strong stationarity always implies weak stationarity, but not that it can be the other way around.