Generate n = 100 observations from each of the three models. - ARMA (1,1) - ARMA...

Generate n = 100 observations from each of the three models.

- ARMA (1,1)

- ARMA (1,0)

-ARMA (0,1)

Compute the sample ACF for each model and compare it to the theoretical values. Compute the sample PACF for each of the generated series and compare the Sample ACFs and PACFs

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orchestra answered 1 year ago

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