Consider the regression model: 9t : 280 +51%: +81; Where the Bt follow an AR(1) process: et : pet_1 +113, Where the Vt are iid N(0, 03). Conduct a simulation to examine the coverage probabilities of nominal 95% condence intervals for mean response When p : 0.1, 0.2, . . . ,0.9 and When usual least squares is used to t the model (i.e., assuming no serial correlation). Provide either a table or plot showing the actual coverage probabilities as a function of p. In your simulation, use 131,582,. . . ,xn 1939: U(0,1), 60 : 0.5, 51 : 1.5, n : 50, and 03 : 0.5. In each simulation, compute a CI for mean response When a: : 0.5. Use M : 1000 simulations for each value of p.|