Produce 2000 simulations like the one given in Section 13.3 and store the estimated values of a. Make a histogram and produce summary statistics for a. How well is a estimated in these simulations....

Produce 2000 simulations like the one given in Section 13.3 and store the estimated values of a. Make a histogram and produce summary statistics for a. How well is a estimated in these simulations.

Based on the case in Section 13.3, does the relationship σ²
AR(1)(1 − a²
)
 seem to hold, at least approximately, for this data?