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Question 2. For the AR(2) process (Xt:t e Z) given below, use the R function ARMATOMAC) to determine the first 20 y-weights in the causal
Question 2. For the AR(2) process (Xt:t e Z) given below, use the R function ARMATOMAC) to determine the first 20 y-weights in the causal representation Xt=; 0 4W+-;. Use those y-weights to approximate the corresponding ACF values p(h), h = 0,1,2,3. X+ = -1.6X+ 1 - .64Xt_2 + W, where {W} WN(0,0%). Question 2. For the AR(2) process (Xt:t e Z) given below, use the R function ARMATOMAC) to determine the first 20 y-weights in the causal representation Xt=; 0 4W+-;. Use those y-weights to approximate the corresponding ACF values p(h), h = 0,1,2,3. X+ = -1.6X+ 1 - .64Xt_2 + W, where {W} WN(0,0%)
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