Question: (d) Generate data from an ARMA(1,1) model with 1 = 0.6 and 1 = 0:6. Start with Y0 = 0 and Z0 = 0.

(d) Generate data from an ARMA(1,1) model with Á1 = 0.6 and µ1 = ¡0:6. Start with Y0 = 0 and Z0 = 0.

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