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Question 1 (6 marks) Generate 100 samples from an AR(1) process. Plot the sample ACF and sample PACF. Describe the plots in b. Can you

Question 1 (6 marks)

  1. Generate 100 samples from an AR(1) process.
  2. Plot the sample ACF and sample PACF.
  3. Describe the plots in b. Can you infer from the plots?

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