a$)$ Write an mfile to simulate a stationary AR$(3)$ time series driven by a zero mean Gaussian white noise of unit variance.Your mfile should accept as input, three real roots or one real root and a complex root; all non$-$zero.It should produce the AR parameters & variance di$-$ rectly as well as the simulated values as output.Show two simulations $($T$=200)($on a single page$)$ one for each of the above cases. List the two sets of pa$-$ rameters used. In each case ensure that o $3.($b$)$ Using your mfile simulate an AR$(3)$ with roots $(\mathrm{.}9,\mathrm{.}1,\mathrm{.}6)$ for T$=200.$ List the true parameter values.Using least squares regression$1$ produce estimates for the $3$ parameters, the noise variance as well as stan$-$ dard errors for the parameters.Are the estimates within $2$ standard errors of the true values?