Write a simulation sampler for a first order AR process for 𝜙1 =0.5 (similar to our random walk sampler from Set

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answerhappygod
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Write a simulation sampler for a first order AR process for 𝜙1 =0.5 (similar to our random walk sampler from Set

Post by answerhappygod »

Write a simulation sampler for a first order AR process for 𝜙1
=0.5 (similar to our random walk sampler from Set 3, rwsim.R).
Please use a seed of 1 for your sampler. Obtain the time series,
acf, and pacf plots of the simulated series. Estimate an AR(1)
model using the simulated series and investigate if the residuals
are white noise
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