Is this AR(2) model stationary? I have found an article about stationarity:
Variance of a stationary AR(2) model
and I have also estimated a model:

And I am not sure if I have understood it, is it truly stationary? And if so, could you show me how to derive it analytically?

You can write the process in companion form (as a VAR(1)):
$$\left[ 
\begin{array}{c}
x_{n} \\ 
x_{n-1}%
\end{array}%
\right] =\left[ 
\begin{array}{c}
2.84 \\ 
0%
\end{array}%
\right] +\left[ 
\begin{array}{cc}
1.36 & -0.75 \\ 
1 & 0%
\end{array}%
\right] \left[ 
\begin{array}{c}
x_{n-1} \\ 
x_{n-2}%
\end{array}%
\right] +\left[ 
\begin{array}{c}
\varepsilon _{n} \\ 
0%
\end{array}%
\right] $$
The eigenvalues of the autoregression matrix are within the unit circle. Therefore, the process is stationary.
