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Please answer the following question fully and provide detailed steps to the answer obtained. Suppose the we have a sample size of 200 we obtain
Please answer the following question fully and provide detailed steps to the answer obtained.
Suppose the we have a sample size of 200 we obtain ACF values phat(1) = 0.41 and phat(2) = 0.10. Assuming the data were generated from an MA(1) model with = 0.8
1)
Construct a 95% confidence interval for the theoretical ACF p(1).
2)
Construct a 95% confidence interval for the theoretical ACF p(2).
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