Using ar.yw() for small samples: The purpose of this exercise is to show that the residuals are not filtered properly, when using ar.yw() for a specific data set. i. Fit the model log(prostate cancer)...

Using ar.yw() for small samples: The purpose of this exercise is to show that

the residuals are not filtered properly, when using ar.yw() for a specific data set.

i. Fit the model log(prostate cancer) ∼ colon cancer + colon cancer 2 for males.

ii. Use ar.yw() on the residuals to find values to build a filter.

iii. Create the filtering matrix A.

iv. Show A(residuals) is not white noise.

v. Use ar.mle() on the residuals and create a filtering matrix B.

vi. Show B(residuals) is close to white noise.