Question: 5. A students argues: It doesnt matter where the filter (A) came from, if the result is quasi-independent observations [observations not distinguishable from white noise

5. A students argues: “It doesn’t matter where the filter (A) came from, if the result is quasi-independent observations [observations not distinguishable from white noise based on ar.yw() or ar.mle()], then the assumptions of the regression model are met.” Comment on this claim.

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