Question: 10. (i) Simulate 400 AR(2) with a1 = 1.559 and a2 = 0.81 and plot the periodogram (loge scale) and the true model both versus

10. (i) Simulate 400 AR(2) with a1 = 1.559 and a2 = −0.81 and plot the periodogram

(loge scale) and the true model both versus frequency.

(ii) Using Exercise 6, compute where the maximum of p(f ) should occur [and that it is indeed a maximum] and that the graph matches this computation.

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