Question: Question 1 (6 marks) 100 samples from an AR(1) process has been generated using R with the following line of code: ar.sim

Question 1 (6 marks)

  1. 100 samples from an AR(1) process has been generated using R with the following line of code: ar.sim<-arima.sim(model=list(ar=c(0.2)),n=100)
  2. Plot the sample ACF and sample PACF.
  3. Describe the plots in b. Can you infer from the plots?

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