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The autoregressive (AR) model is a stochastic process modelling time series, which specifies the value of the series linearly in terms of the previous values.
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Is this AR(2) model stationary?
I have found an article about stationarity:
Variance of a stationary AR(2) model
and I have also estimated a model:
And I am not sure if I have understood it, is it truly stationary? And if so, could …