Question: Given two first-order AR processes, generated by the same zero-mean white noise with unit variance, whose respective poles are located at (z=0.8) and (z=-0.8), generate

Given two first-order AR processes, generated by the same zero-mean white noise with unit variance, whose respective poles are located at $z=0.8$ and $z=-0.8$, generate a new process by adding the outcomes of these AR processes. Estimate the fourth-order AR model for the resulting process using the linear prediction method and comment on the results.

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