Simulate two AR(3) processes, one with strong persistence and the other with very little persistence. Explain the
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We simulate 2000 observations of the following two AR 3 processes y t 0 01y t1 01y t2 01y t3 t w t 0 ...View the full answer
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Related Book For
Forecasting for Economics and Business
ISBN: 978-0131474932
1st edition
Authors: Gloria Gonzalez Rivera
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