Hi,
Theoretical question: can the AR(2) process
y(t) = -3y(t-1) + 4y(t-2) + eps(t)
be made stationary via first-differencing many times? If not, how?
Amarjit
Hi,
Theoretical question: can the AR(2) process
y(t) = -3y(t-1) + 4y(t-2) + eps(t)
be made stationary via first-differencing many times? If not, how?
Amarjit