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3. Forecasting with AR Processes. A. How to check the stationality of an AR(1) model?

3. Forecasting with AR Processes.

A. How to check the stationality of an AR(1) model?

B. Suppose we use an AR model to model the process represented in Figure 3.

C. Write down the model and find the estimates of the coefficients. (15 marks)Screen Shot 2019-05-01 at 12.11.04 AM.png

Screen Shot 2019-05-01 at 12.11.04 AM.png

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