Question: (QUESTION 1) A moving average time series is given by vt=wt-1+wt+wt+13, where w1,w2,w3,...~N0,2 are i.i.d. (a) Simulate a series of n = 500 moving average

(QUESTION 1)

A moving average time series is given by vt=wt-1+wt+wt+13, where w1,w2,w3,...~N0,2 are i.i.d.

(a) Simulate a series of n = 500 moving average observations and compute the sample ACF, h, to lag 20. Compare the sample ACF you obtain to the actual ACF, h.

(b) Repeat part (a) using only n = 50. How does changing n affect the results?

Please, show your answer in detail. Thank you.

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