Question: (a) Plot the power spectrum ????(????) of the autoregressive process of Exercise 3.9, and show that it has a peak at a period that is
(a) Plot the power spectrum ????(????) of the autoregressive process of Exercise 3.9, and show that it has a peak at a period that is close to the period in the autocorrelation function.
(b) Graphically, or otherwise, estimate the proportion of the variance of the series in the frequency band between ???? = 0.0 and ???? = 0.2 cycle per data interval.
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