Question: Simulate a time series of length ???? = 300 from the AR(2) model specified in Exercise 2.9 and plot the resulting series. (a) Estimate and

Simulate a time series of length ???? = 300 from the AR(2) model specified in Exercise 2.9 and plot the resulting series.

(a) Estimate and plot the autocorrelation function for the simulated series. Compare the results with the theoretical autocorrelation function derived in Exercise 2.9.

(b) Repeat the calculations performed above for a series of length ???? = 70 generated from the same process and compare the results with those for ???? = 200.

(c) Do the estimated autocorrelation functions derived above show any similarity to autocorrelation function of the chemical yield series shown in Figure 2.7.

If so, what would you conclude?

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