Program in R |Write an R function "GenAR" which simulates autoregression model with Gaussian white noise. You need to achieve thefollowing:• The input of the function must include: length of simulated time series (sample size), variance of Gaussian white noise,the coefficient vector (ao, a1,. ., ap) and the initial value vector (x_p+1,X–p+2,• . . , xo).• The output is a vector (preferably a ts object) containing the simulated time series.You may directly make use of "filter" function in R.Use the function to simulate the following modelt = 1, 2, 3,..., 1000Xt – 2xt-1 + Xt_2 = Wt,where wz is Gaussian white noise with variance equal to 2, and initial values are set as x_1 =1, xo = 0.Discuss briefly what you observe. Does the time series curve look smoother or rougher compared to the random walk timeseries you saw in lecture?|Difference (with lag 1) the simulated time series and plot the resulting time series. What do you observe this time?

rm(list = ls(all=T)); ############### Part (a) yourNetID = function(y0,mu,phi,sigma,N){…

Answered: | Write an R function "GenAR" which…

Database System Concepts

7th Edition

ISBN:9780078022159

Author:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan

Publisher:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan

Chapter1: Introduction

Section: Chapter Questions

Problem 1PE

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C Programming Language Assignment #4Introduction to C Programming – COP 3223Objectives1. To learn how to use loops for repeated execution2. To reinforce knowledge of If-Else statements for conditional executionIntroduction: Programmers for a Better TomorrowProgrammers for a Better Tomorrow is an organization dedicated to helping charities, medical societies, and scholarship organizations manage various tasks so that they can focus on making the world a better place! They have asked you and your classmates to help them develop some new programs to benefit their organizations.Problem: Scholarship Endowment Fund Part 2 (fund2.c)One division of Programmers for a Better Tomorrow is their Scholarship Endowment Fund. They provide yearly scholarships to students who need a hand in amounts of 1000, 500, and 250 dollars.The money for these scholarships comes from interest made on previous donations and investments. You will create a program to track the amount in the Fund as various donations…

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