While working on an assignment, a curious DS 422 student observed that a geometric figure emerges if (s)he plots the stationarity region in the φ1 − φ2 plane for a nonseasonal AR(2) process with parameters φ1 and φ2. Which geometric figure did the student observe?
(A) Unit circle (i.e., a circle with radius 1, centered at the origin.)
(B) Square.
(C) Triangle.
(D) Trapezoid.
(E) None of the above.
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Answer:
square
Explanation:
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