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1. (15 points) Generate 500 observations from each of these autoregressions: Xt = 0.99Xt-1 + Ut. Yt = 0.99)+-1 + Vt, where the error terms

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1. (15 points) Generate 500 observations from each of these autoregressions: Xt = 0.99Xt-1 + Ut. Yt = 0.99)+-1 + Vt, where the error terms Ut and Ve are independent white noise series following N(0, 1). a. Run a simple linear regression Yt = Bo+ 81X, +6, and comment on the summary of this regression fit. b. Run regression diagnostics and comment on your observations

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