Question: Sample 500 observations from a stationary AR(4) process with two com plex pairs of conjugate reciprocal roots. More speci cally, assume that one of the

Sample 500 observations from a stationary AR(4) process with two com plex pairs of conjugate reciprocal roots. More speci cally, assume that one of the complex pairs has modulus r1 = 09 and frequency 1 = 5 while the other has modulus r2 = 075 and frequency 2 = 135Graph the simulated series and their corresponding ACF and PACF.

Figure 2.15 Quarterly US in ation and In n.

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