Question: QUESTIONS (Q1) Two hundred observations from AR(2) yields the following sample statistics: i=3.82, 'r'x(0)= 1.15, 16,441): M2? 0:475. - Find the Yule-Walker estimators of 4).,

QUESTIONS (Q1) Two hundred observations from AR(2) yields the following sample statistics: i=3.82, 'r'x(0)= 1.15, 16,441): M2? 0:475. - Find the Yule-Walker estimators of 4)., 45-2 and oz. - Is the estimated model causal? - If X100 = 3.84 and X99 = 3.26, what is the predicted value of X101? (Q2) nounstz points) Consider process MA(2}: X1 = E1+91E1-] +921_2. {at} is white noise, we have n = 20 observations. Based on the observation, We estimate a: 0.1 and 62 0 05. Given an estimate of of .=n 2O observations, the sample variance X is 9. The

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