Question

Please Help on Problem 3.20. (see picture attached)
thanks.

the ¡llowing numerical exercise three times. Generate n- 500 vations from the ARMA model given by te the sample ACF and PACF with -id Na Plot the simulated data, compu of the simulated data, and fit an ARMA(I, I) model to the data. What happened and how do you explain the results?

show r code, results and explanation of steps. thank you.

Answer 1

(3.20) R-code: Set seed Cicc)) get x,type (Ro PocfC ARM pace axe Thi:8 Pares gzerealed in 5 times to set亏voiable Xe cot cot-) o.8ヲ22 .4298 o,8652 0.337 β 0.8863 .2 1o8 0.5587 ,3409 Bo MlE vdes ave veay clase to ortgnal

o.9 o. 6 J-2 0.2 200 3e0 too 1-0 o.8 o-2 o-o CS ocan 200 Зоо l00 amScanne