Question: Solve that .. 1 (25 pts). Simulate a time series of length T = 200 from the following model rt = 0.2 + 0.5rt-1 +

Solve that .. 1 (25 pts). Simulate a time series of

Solve that ..

1 (25 pts). Simulate a time series of length T = 200 from the following model rt = 0.2 + 0.5rt-1 + 0.3rt-2 + ar + 0.6at-1 + 0.2at-2, where at are iid N(0, 0.25). Give the time series plot, and the sample autocorrelation plot

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