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Unformatted text preview: (C) N=200 As the increase in sample size, the plot become more likely to the Theoretical one. 5 10 15 20 0.0 0.2 0.4 0.6 Lag Partial ACF 200 realization of PACF Rcode Q3 ###(a) n<ARMAacf(ar = 0.75,ma = 0, lag.max = 20,pacf = FALSE) plot(n,main=’Theoretical ACF’) p<arima.sim(model=list(ar=0.75),10000000) o<pacf(p) plot(o,main="Theoretical PACF") ###(b) x<arima.sim(model=list(ar=0.75),50) y<acf(x) plot(y,main="50 realizations of ACF") v<pacf(x) plot(v,main="50 realizations of PACF") ###(c) g<arima.sim(model=list(ar=0.75),200) l<acf(g) plot(l,main="200 realizations of ACF") t<pacf(g) plot(t,main="200 realizations of PACF")...
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 Three '11
 kim
 Harshad number, Markov chain, Andrey Markov, Hebrew numerals, ACF, Selfrealization

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