### Inference and autoregressive processes

Consider a (stationary) autoregressive process, say of order 2,
for some white noise with variance . Here is a code to generate such a process,
__ phi1=.5
__ phi2=-.4
__ sigma=1.5
__ set.seed(1)
__ n=240
__ WN=rnorm(n,sd=sigma)
__ ... [Read more...]