Question: (30 marks) Explain step by step, how should an econometrician would go about fitting an AR model to a time series. Show ALL steps and

(30 marks) Explain step by step, how should an econometrician would go about fitting an AR model to a time series. Show ALL steps and formulate corresponding explanations.

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(30 marks) Explain step by step, how should an econometrician would go about fitting an AR model to a time series. Show ALL steps and formulate corresponding explanations.

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