Simulate 100 observations from an ARMA(1,1) model and another 30 observations from an ARMA(1,1) model both...

Simulate 100 observations from an ARMA(1,1) model and another 30 observations from an ARMA(1,1) model both with = 0.8 and = 0.3.

please use Rstudio and provide the codes.

Expert Solution

Use set.seed(10) to get same result on your computer.

Use set.seed(20) to get same result on your computer.

orchestra answered 2 years ago

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