Use RStudio solve this question please, and just need post the screen shot!

7. Consider the following ARMA(p, q) process, with wr being iid N(0, 1) random variables: (a) Write down the polynomials (z) and (z) that define this process. b) Simulate this process in R using the function arima.simO for T- 500 observations, burning in for 1000 observations. (c) Compute and plot the sample autocorrelation function for the simulated process using acf ). Compare the sample autocorrelation function to the theoretical autocorrelation function, which you can compute and plot sing ARMAacf ) (d) Why is the Xt process causal and invertible? Since it is, it can be written in the form Use the R function ARMAtoMA() to compute the first 25 values of the and plot them