Question

PLZ provide R code and use a loop!!!!

Consider the second order differential equation corresponding to a damped harmonic oscillator dt2 (i) Discretize this equation, using a time step of Δ, and express it as an AR(2) process being sure to clearly link the o's to the a's (let Δ-1). (ii) Simulate a realization with σ.-1, and φ,-1.5 and O2-_0.75 and provide the R code to do this. Note that I want you to simulate your realization using a loop, NOT the built-in functions like arima.sim and filter. This means setting initial conditions, and remarking on start-up effects, etc. In other word, explore the issues in simulating realizations.

Answer 1

2 2.

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