Question: In the following question you will simulate data from 1111(1) model and do basic analysis. Please provide relevant nodes and relevant numerical ans|l|l.re:rs1 but do

In the following question you will simulate data from 1111(1) model and do basic analysis. Please provide relevant nodes and relevant numerical ans|l|l.re:rs1 but do not include pictures. I glue several hints. while the usage of commands a: and arias can be consulted on the course 1Iiirehupage. {a} Simulate n = 21:10 ohsenations foom AMI} 1with if: = 0.3 and 5% = l. 1I'ou can plot for yourself the ACF and PACF to see that the generated data ueallg,r come from 33(1), but please do not include plots. Hint: Use arina.sin(list[ordar - c{1.l].l]) . sr I (1.3], n - EDD} [h] Use R. to estimate the parameters qb and oi using the Yule-Walker method. Hint: Use a: [1:] Conrm your estimates from {h} using the theoretical formulas. Hint: Section 5.1 in Lecture Notes. [d] Use R. to estimate the parameters qb and oi using the MLE method. Hint: Use ar. [e] Use estimates either from [h] or {d} to predict X351. Hint: You need to read the East observation um your data set. Remember about the mean! [f] In {d}, why.r R chose 251.3(1). not AME}? Hint: Use arias and compute Alt: for both models
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