3.8 Verify the calculations for the autocorrelation function of an ARMA(1, 1) process Compare the form with that of the ACF for the ARMA(1,0) and the ARMA(0, 1) series. Plot (or sketch) the ACFs of the three series on the same graph for = .6, 0.9, and comment on the diagnostic capabilities of the ACF in this case.

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A: a) AR(p): AR(p) is the autoregressive model with order 'p' where lagged values of yt are treated as…

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A: A time series is the sequence of observations taken sequentially in time.

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A: The correlation of a series with its own lagged value is called as autocorrelation

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A: Consider the given output.

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