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Question 1 (6 marks) 100 samples from an AR(1) process has been generated using R with the following line of code: ar.sim
Question 1 (6 marks)
- 100 samples from an AR(1) process has been generated using R with the following line of code: ar.sim<-arima.sim(model=list(ar=c(0.2)),n=100)
- Plot the sample ACF and sample PACF.
- Describe the plots in b. Can you infer from the plots?
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Elementary Algebra Graphs And Authentic Applications
Authors: Jay Lehmann
2nd Edition
0321923472, 9780321923479
