Question: 5. Suppose Xt satisfies an AR(1) model with parameter o. How long a series do you need to estimate o so that with 95% confidence

 5. Suppose Xt satisfies an AR(1) model with parameter o. How

5. Suppose Xt satisfies an AR(1) model with parameter o. How long a series do you need to estimate o so that with 95% confidence the estimation error within 10.1 of the true value

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