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1. (15 points) Generate 500 observations from each of these autoregressions: Xt = 0.9Xt-1+ Ut, Yt = -0.9Y+-1 + Vt, where the error terms U,

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1. (15 points) Generate 500 observations from each of these autoregressions: Xt = 0.9Xt-1+ Ut, Yt = -0.9Y+-1 + Vt, where the error terms U, and V, are independent white noise series following /(0, 1). You may use the R functions gen. arma. wge () or arima. sim (). Describe the characteristics of these two simulated time series Xt and Yt based on their plots

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