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Mathematics, 13.03.2020 05:55 twistedhyperboles
4.7. Repeat the following numerical exercise five times. Generate n = 100 iid PROBLEMS 97 N(0, 1) observations. Fit an ARMA(1, 1) model to the data. Compare the parameter estimates in each case and explain the results.
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4.7. Repeat the following numerical exercise five times. Generate n = 100 iid PROBLEMS 97 N(0, 1) ob...
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