(e) Generate data from an AR(2) model with 1 = 0:8 and 2 = 0:3. Start with Y0 = Y1 = 0. Generate data from

(e) Generate data from an AR(2) model with Á1 = ¡0:8 and

Á2 = 0:3. Start with Y0 = Y¡1 = 0. Generate data from an MA(2) model with µ1 = ¡0:8 and µ2 = 0:3. Start with Z0 = Z¡1 = 0. Graph the two series and compare them.

4737 5117 5091 3468 4320 3825 3673 3694 3708 3333 3367 3614 3362 3655 3963 4405 4595 5045 5700 5716 5138 5010 5353 6074 5031 5648 5506 4230 4827 3885 Table 7-11: The number of strikes in the United States from 1951{1980. Read left to right. Source: Brockwell and Davis (1996).