Question: Question 9.2 and Question 9.3, thanks 9.2. The model fitted to a data set X], ..., X100 is X, + .4X,-1 = Z, {Z, )

Question 9.2 and Question 9.3, thanks

9.2. The model fitted to a data set X], ..., X100 is X, + .4X,-1 = Z, {Z, ) ~ WN(0, 1). The sample acf and pacf of the residuals are shown in the accompanying table. Are these values compatible with whiteness of the residuals? If not, suggest a better model for { X, }, giving estimates of the coefficients. Lag 2 4 5 6 7 8 9 10 11 12 ACF .799 .412 .025 -.228 -.316 -.287 -,198 -.111 -.056 -.009 .048 .133 PACF .799 -.625 -.044 038 -.020 -.077 -.007 -.061 -.042 .089 .052 .125 9.3. Suppose {X,) is an MA(2) process, X, = Z, + 0, Z,-, + 02Z,-2. (Z,) ~ WN(0, ?). If the AR(1) process, (1 - $B)X, = Y,, is mistakenly fitted to { X,), determine the autocovariance function of { Y,)

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