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Chapter 13 page 31 Question 2

Discussion in 'CS2' started by Nolasko, Mar 5, 2020.

  1. Nolasko

    Nolasko Keen member

    In reference to the question that goes as follows:

    "Given that (lambda)=2 is a root of the characteristic equation of the process:
    Xn = (11/6)*Xn-1 - Xn-2 + (1/6)*Xn-3 + en
    calculate the other roots and classify the process as I(d)."

    The solution states that "it is easy to see that differencing the process once will eliminate the root of 1". Can someone please explain me how this is done?
     
  2. Nolasko

    Nolasko Keen member

    I appreciate your help, thank you!
     

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