Question: Write a program that computes the values in Figures 8.6 and 8.7, i.e., computes the first two raw moments of Rs based on o.l.s. residuals

Write a program that computes the values in Figures 8.6 and 8.7, i.e., computes the first two raw moments of Rs based on o.l.s. residuals for a given X matrix, and such that the true residuals have a given ARMA covariance matrix.

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