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

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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