Question: Time Series Analysis with Applications in R by J.D. Cryer and K.-S. Chan 6.11 Use Equation (6.2.8) on page 114, to find the (theoretical) partial

Time Series Analysis with Applications in R by J.D. Cryer and K.-S. Chan

6.11 Use Equation (6.2.8) on page 114, to find the (theoretical) partial autocorrelation function for an AR(2) model in terms of 1 and 2 and lag k = 1, 2, 3, ... .

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