Question: Suppose a sample time series with n = 256 points is available from the first-order autoregressive model. Furthermore, suppose a sample spectrum computed with L

Suppose a sample time series with n = 256 points is available from the first-order autoregressive model. Furthermore, suppose a sample spectrum computed with L = 3 yields the estimated value ¯fx(1/8) = 2.25. Is this sample value consistent with σ2 w = 1, φ = .5? Repeat using L = 11 if we just happen to obtain the same sample value.

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