Plots for MA(1) and MA(2) similar to Figures 8.2, 8.3, 8.4, 8.5, 8.6, and 8.7. i. Find p(f) for the MA(1) and MA(2) models. ii. Simulate 300 MA(1) observations and plot the periodogram (loge scale)...


Plots for MA(1) and MA(2) similar to Figures 8.2, 8.3, 8.4, 8.5, 8.6, and 8.7.


i. Find p(f) for the MA(1) and MA(2) models.


ii. Simulate 300 MA(1) observations and plot the periodogram (loge scale) and the true model (derived above) both versus frequency. You can choose your own parameter, but state what it is, and verify that it satisfies the invertibility condition.


iii. Simulate 300 MA(2) observations and plot the periodogram (loge scale) and the true model (derived above) both versus frequency. You can choose your own parameters, but state what they are, and verify that they satisfy the invertibility conditions.


Figures 8.2, 8.3, 8.4, 8.5, 8.6, and 8.7



May 22, 2022
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