Problem 3.13
Garland Durham
June 3, 2020
ar = c(1.6,-0.64)
ma = c(-1.5,0.56)
y=arima.sim(list(ar=ar,ma=ma),1000)
acf(y,lag.max=10)
points(0:10,ARMAacf(ar=ar,ma=ma,lag.max=10))
pacf(y,lag.max=10)
points(1:10,ARMAacf(ar=ar,ma=ma,lag.max=10,pacf=TRUE))