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8. Suppose that in a sample of size 100 from an AR(1) process with mean u, $ = 0.6, and o2 = 2 we obtain

8. Suppose that in a sample of size 100 from an AR(1) process with mean u, $ = 0.6, and o2 = 2 we obtain X = 0.271. Construct an approximate 95% confidence interval for M. Are the data compatible with the hypothesis that A = 0

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