Statistics/●●●●●AR(2) that fails only the third conditionautoregressivestationarityConsider the AR(2) process Xt=0⋅Xt−1−1.1 Xt−2+εtX_t = 0\cdot X_{t-1} - 1.1\,X_{t-2} + \varepsilon_tXt=0⋅Xt−1−1.1Xt−2+εt, that is Xt=−1.1 Xt−2+εtX_t = -1.1\,X_{t-2} + \varepsilon_tXt=−1.1Xt−2+εt, with white-noise shocks. Is it stationary? Answer yes or no.Your answerCheckMore Statistics questionsWhy you run an A/B test for whole weeks, not "until it's ready"How big does the A/B test need to be?One guardrail metric out of twenty went redThe test isn't significant, can we just run it longer?All questions →
