I am trying to find out whether this AR Process is:
- Stationary
- Causal
The process is given as:
$$ X_t=-0,2X_{t-1}+0,48X_{t-2}+Z_t $$
With: $$ Z_t:White Noise $$
Solving for $$ X_{1,2}=\frac{-0,2 \pm \sqrt{0,2^2+4*0,48}} {2} $$
I get $$ x_1= 0,6;x_2=-0,8 $$
The absolute values for x1 and x2 are both smaller then 1. This should prove that this process is not causal. How do I now find out if this process is stationary or not?