I have a difference equation for an AR(2) process which is Yt=3+0.9Yt-1 -0.2Yt-2 +Et. I found the general solution to the homogenous portion of the equation to be Y=C1(0.4)^t+C2(0.5)^t. The question I'd like to specifically ask is, how would you go about finding the general solution. Not solving it but the process for finding it. And if finding an exact solution is practical.
#AR(2) Process
turbid cape
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I have a difference equation for an AR(2) process which is Yt=3+0.9Yt-1 -0.2Yt-2...
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turbid cape
anybody?
turbid cape
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