Write an R program plot several (perhaps 50 or 100) simulated AR(1) series with , where ϵ is some small number. Describe the general pattern suggested. Derive all autocovariances and autocorrelations...


Write an R program plot several (perhaps 50 or 100) simulated AR(1) series with
, where ϵ is some small number. Describe the general pattern suggested.


Derive all autocovariances and autocorrelations for the MA(1) model. Derive all autocovariances and autocorrelations for the MA(2) model.



May 05, 2022
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