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5. Let X; = Z; 'l' 223?; 32's.} (i) Identify the model as the model as MAM} or AR{p), specify q or :1 respectively. (ii)
5. Let X; = Z; 'l' 223?"; 32's.} (i) Identify the model as the model as MAM} or AR{p), specify q or :1 respectively. (ii) Is the model stationed}? and invertible? Explain fully and show calculations where needed. (Hint: review 4 vm homework 1!) (iii) Find pg; (2}. Use R to simulate 300 values of {It} and use your simulated values to plot sample aof. Compare your sample estimate of px (2) to its true value found by calculations. Redo this part using 10.000 simulated values of X3
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