Question: QUESTION 2 (15 marks) Simulate stationary time series models, study and elaborate the following properties 1. Invertibility, causality and stationarity 2. Autocorrelation functions (with respective

QUESTION 2 (15 marks)

Simulate stationary time series models, study and elaborate the following properties

1. Invertibility, causality and stationarity

2. Autocorrelation functions (with respective parameters)

3. Autocorrelation pattern at respective lag(s)

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