(Answered)-8.14 Show that the lag polynomial associated with the difference equation y t = 0 . 75 y t − 1...

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8.14     Show that the lag polynomial associated with the difference equation yt = 0.75yt −1 + 0.25yt −2 has one unit root and one root with modulus greater than unity. Compare the roots of the characteristic equation of the difference equation with the roots of its lag polynomial, and comment. Making use of the factors of the lag polynomial, derive an asymptotically stable difference equation for γyt .  

 

Solution ID:10137798 | Question answered on 16-Oct-2016

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