Write the R code to filter the NYC (adjusted) data and produce a summary similar to that given in the book. Compute the correct  for this model. Simulate 400 AR(1) errors with a = 0.8 and σ = 2.0. Use...

Write the R code to filter the NYC (adjusted) data and produce a summary similar to that given in the book. Compute the correct
 for this model.

Simulate 400 AR(1) errors with a = 0.8 and σ = 2.0. Use ar.yw() to get the estimates of a and σ and verify that these estimates satisfy the Yule–Walker equations.