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Q4) Consider the AR(4) model with p, = 0.8, p2 = 0.6, p;= 0.4 and p.= 0.2. a) Sketch the ACF plot. b) Now, let
Q4) Consider the AR(4) model with p, = 0.8, p2 = 0.6, p;= 0.4 and p.= 0.2. a) Sketch the ACF plot. b) Now, let p1= 0.8, 2 = 0.6, 3 = 0.4 and , = 0.2. Generate n = 150 observations of this AR(4) time series. Then, compute and plot the sample autocorrelation Function
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