Question: Consider the mixed ARMA(1,1) model ???????? ????????????1 = ???????? ????????????1, where 1

Consider the mixed ARMA(1,1) model ???????? − ????????????−1 = ???????? − ????????????−1, where −1

(a) Derive the autocovariances ???????? = ????([???????? − ????][????????−???? − ????]) for this series.

(b) Calculate and plot the autocorrelation function for ???? = 0.9 and ???? = −0.3 using R (see Exercise 3.7).

(c) Calculate and plot the partial autocorrelation function for the same process.

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