Question: Let xt = 0:6xt-1 - 0:7xt-2 + wt + wt-1 + 0:2wt-2: Do the following: i. Determine if it is invertible or stationary/causal; ii. Generate

Let xt = 0:6xt-1 - 0:7xt-2 + wt + wt-1 + 0:2wt-2: Do the following:

i. Determine if it is invertible or stationary/causal; ii. Generate a sample path using n = 100 observations, and produce the sample ACF and sample PACF; iii. Produce the true ACF and the true PACF and compare with the sample ACF and sample PACF, respectively.

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