Mathematics, 17.02.2020 20:49 rostecorralmart

Simulate 700 observation of AR(1) process X= 0Xt-1 + Zt, t = 1, 2, ... for o = -0.9,-0.1,0.1, and 0.9. Remove first 100 observations. (a) Draw the time series plots and their autocorrelation functions. (b) Comment on the structures of the data and the autocorrelation function.

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Simulate 700 observation of AR(1) process X= 0Xt-1 + Zt, t = 1, 2, ... for o = -0.9,-0.1,0.1, and 0....

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