I am trying to check if this process is covariance stationary.

I have an AR(2) process given by: $Y_t(1-1.1L+0.8L^{2})=\epsilon_t$

I saw that to check if the process is stationary, instead of finding the moments ( mean and variance), I can find the roots of the polynomial:

$1-1.1Z+0.8Z^{2}=0$ and check if the roots lie outside the unit circle.

In this case the roots will be complex: $Z=\frac{1.1-i\sqrt(1.99)}{1.6}$ or $Z=\frac{1.1+i\sqrt(1.99)}{1.6}$ and I am not sure how can I verify if they lie outside the unit circle. I read something related to calculate the modulus squared of these complex conjugate roots but I am not sure how to do this.

I also know that for an AR(2) process, the stationary conditions are:




I am confused, if these are the conditions why it is necessary to show that the roots lie outside the unit circle? Also, can anyone help me in how to verify if this process is or not stationary checking the complex roots?



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