(a) Simulate a series of n = 500 moving average observations as in Example 1.9 and compute the sample ACF, b(h), to lag 20. Compare

(a) Simulate a series of n = 500 moving average observations as in Example 1.9 and compute the sample ACF, ρb(h), to lag 20. Compare the sample ACF you obtain to the actual ACF, ρ(h). [Recall Example 1.20.]

(b) Repeat part

(a) using only n = 50. How does changing n affect the results?