Develop a simulation similar to the one in Section 20.5 with 0.65 i. Simulate the data with n = 3200. ii. Perform a hypothesis test for the slope coefficient, based on a filtered model. iii. Form a...

Develop a simulation similar to the one in Section 20.5 with 0.65 <><>

i. Simulate the data with n = 3200.

ii. Perform a hypothesis test for the slope coefficient, based on a filtered model.

iii. Form a random sample of 283 observations from the original 3200.

iv. Perform a hypothesis test for the slope coefficient, based on a filtered model. Your class results can be pooled to get an overall assessment of the reliability of filtering in this context.

ARMA(m,l) structures: