Recent content by DanMat

Solved it. It's not the phi's that can get complex, only the roots. Then it's "easily" possible to find the allowed parameter range.

Homework Statement Hi Guys, I try to find the range for parameters phi1 and phi2 were the autoregressive process below is stationary. We have the process X(t)+phi1*X(t-1)+phi2X(t-2)=Epsilon(t) (1) Homework Equations We get the characteristic polynomial F(z)=z^2+phi1*z+phi2 (2) The...