Question: 8. (A very open-ended problem). Perhaps more a project than an exercise: simulate some periodic data with a varying mean, period, phase, and amplitude, but

8. (A very open-ended problem). Perhaps more a project than an exercise: simulate some periodic data with a varying mean, period, phase, and amplitude, but with a moderate amount of random ARMA(2,2) noise. Use the model selection methods of the book and assess how well the method works for prediction.

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