For an autoregressive process to be considered stationary a) The roots of the characteristic…
For an autoregressive process to be considered stationary
a) | The roots of the characteristic equation must all lie inside the unit circle | |
b) | The roots of the characteristic equation must all lie on the unit circle | |
c) | The roots of the characteristic equation must all lie outside the unit circle | |
d) | The roots of the characteristic equation must all be less than one in absolute value |
