Question: (a) Write down the Yule--Walker equations for models (1) and (4) considered in Exercises 3.1 and 3.2. (b) Solve these equations to obtain ????1 and

(a) Write down the Yule--Walker equations for models (1) and (4) considered in Exercises 3.1 and 3.2.

(b) Solve these equations to obtain ????1 and ????2 for the two models.

(c) Obtain the partial autocorrelation function for the two models.

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