Using Example 3.14 and Example 3.15 as guides: (a) Generate an AR(2) with φ1 = 1, φ2 = −.9, and n = 2048 and calculate the normalized bispectrum. Comment on the results. (b) Calculate the normalized...

Using Example 3.14 and Example 3.15 as guides: (a) Generate an AR(2) with φ1 = 1, φ2 = −.9, and n = 2048 and calculate the normalized bispectrum. Comment on the results. (b) Calculate the normalized bispectrum of the R data set sunspots and comment. (c) For the data generated in (a) and used in (b), perform the Keenan and Tsay tests for nonlinearity and comment.