# Thread: Testing an AR process to see if it's stationary

1. ## Testing an AR process to see if it's stationary

$X_t + 1.2X_{t-1} + 0.4X_{t-2} = a_t$

and

$X_t - 0.3X_{t-1} + 0.6X_{t-2} = 5 + a_t$

So I am supposed to figure out whether or not these two AR processes are stationary or not. And if they are I need to plot the values of P sub k for k=1,2,3,4,5

I had two similar problems that I did but I don't know how to plot them and the were only t-1 and t. Which is, correct me if I am wrong, done by making sure Rho < 1. The t-2 is what is throwing me off.

Any tips?

2. Also I need some assistance with SAS coding.

for some data sets given by my professor I need to find the following:

trend differencing,
seasonal differencing,
AR model identification,
model estimation,
auto correlation check,
normality check,
coefficient check,
and outlier check.