(a) shows FBLS SDF estimates based on the realization of the AR(4) process shown in The four estimates shown in the figure make use of the first 16 values of the time series, the first 64 values, the...

(a) shows FBLS SDF estimates based on the realization of the AR(4) process shown in The four estimates shown in the figure make use of the first 16 values of the time series, the first 64 values, the first 256 values and, finally, the entire series of 1024 values. Create similar figures for the FLS estimates and the BLS estimates.

(b) Repeat part (a), but now using the three AR(4) time series shown in and also including the FBLS estimator.