The region of Stationarity for the AR(2) Process

LAST UPDATE: 28 Feb. 1999 at 11:00pm.

Click on the numbers to get more infomation on a process with the parameter values indicated:

  1. a sample realization of the process
  2. the corresponding sample autocorrelation function
  3. the sample partial autocorrelation function
Return to supplemental material page Send problems or suggestions to dcox@stat.rice.edu AR(2) No. 1 AR(2) No. 2 AR(2) No. 3 AR(2) No. 4 AR(2) No. 5 AR(2) No. 6 AR(2) No. 7 AR(2) No. 8 AR(2) No. 9 AR(2) No. 10 AR(2) No. 11 AR(2) No. 12 AR(2) No.13 AR(2) No. 14 AR(2) No. 15