Question: 5.1 The data set arf is 1000 simulated observations from an ARFIMA( model with $ = .75 and d = .1. (a) Plot the data

5.1 The data set arf is 1000 simulated observations from an ARFIMA( model with $ = .75 and d = .1. (a) Plot the data and comment. (b) Plot the ACF and PACF of the data and comment. (c) Estimate the parameters and test for the significance of the estim and d. (d) Explain why, using the results of parts (a) and (b), it would seem r able to difference the data prior to the analysis. That is, if , rep the data, explain why we might choose to fit an ARMA model to (e) Plot the ACF and PACF of Vr, and comment. (f) Fit an ARMA model to Vr, and comment

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