Question: Compare the execution time of the two implementations shown in Figures 8.12 and 8.13 in Section 8.9 by generating a series of length tt =

Compare the execution time of the two implementations shown in Figures 8.12 and 8.13 in Section 8.9 by generating a series of length tt = 100 from the simple model xt = xt−1 + wt and yt = xt + vt, where wt ∼ N(0, 1) and vt ∼ N(0, 1) independent of wt, and record the execution time. Change the Monte Carlo sample size mm and series length tt to see the differences.

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