Question: 7. Assessing the smoothers for MA(2) with n = 500, b1 = 0.8, b2 = 0.7: (i) Simulate the data. (ii) Fit the periodogram to
7. Assessing the smoothers for MA(2) with n = 500, b1 = −0.8, b2 = 0.7:
(i) Simulate the data.
(ii) Fit the periodogram to the data and plot it with “log(spec)” as the y variable and “freq” as the x variable.
(iii) Add a line with the smoothed data (each type of smoother).
When done, there will be three plots: each will have the same periodogram and true model and a different smoother.
(iv) Which smoother is best? Which is worst? Explain.
(v) Turn in your R code with each plot.
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