Question: 3. Simulate 400 AR(1) errors with a = 0.8 and ???? = 2.0. Use ar.yw() to get the estimates of a and ???? and verify
3. Simulate 400 AR(1) errors with a = 0.8 and ???? = 2.0. Use ar.yw() to get the estimates of a and ???? and verify that these estimates satisfy the Yule–Walker equations.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
