Question: Please answer the following question fully and provide detailed steps to the answer obtained. Suppose the we have a sample size of 200 we obtain

Please answer the following question fully and provide detailed steps to the answer obtained.

Suppose the we have a sample size of 200 we obtain ACF values phat(1) = 0.41 and phat(2) = 0.10. Assuming the data were generated from an MA(1) model with = 0.8

Construct a 95% confidence interval for the theoretical ACF p(1).

Construct a 95% confidence interval for the theoretical ACF p(2).

THANK YOU!!!

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