(29) Take the MA(3) process data in Sect. A5.3 and fit a MA(1) process to it. Analyse...

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(29) Take the MA(3) process data in Sect. A5.3 and fit a MA(1) process to it.

Analyse the residuals and fit. Comment on the results. Repeat, but using a MA(4) model. Compare the two models with the accurateMA(3) model (see Example 5.13 for the model). What happens when amodel is over- or underfit?

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