2. (attach code) Simulate a random walk process without drift. Compute its ACF and PACF, and comment on the ACF and PACF.
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The random value can be generated from a normal distribution with mean 0 and standard deviation 1. Here's an example code: import numpy as np # Set parameters n = 1000 # number of time steps mu = 0 # mean of random value sigma = 1 # standard deviation of random Show more…
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