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6 Write R code to simulate the ARMA (p. 9) process Y=M + 2 lata ; J=1 o: Ex-j j=1 , tez (Youn Your code
6 Write R code to simulate the ARMA (p. 9) process Y=M + 2 lata ; J=1 o: Ex-j j=1 , tez (Youn Your code should take , pr, ... , Op; O,, O,..., Oq ; M, on as input.) Plot the sample autocorrelation for ARMA(1,1) with d=0, 0 = 0.7, 0=0:4 and M=0,0 = 0.7, O = -0.4. 6 Write R code to simulate the ARMA (p. 9) process Y=M + 2 lata ; J=1 o: Ex-j j=1 , tez (Youn Your code should take , pr, ... , Op; O,, O,..., Oq ; M, on as input.) Plot the sample autocorrelation for ARMA(1,1) with d=0, 0 = 0.7, 0=0:4 and M=0,0 = 0.7, O = -0.4
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