Autoregressive AR(2) Model Constraints/Parameters
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I need to plot a sample (of length 500) of an AR(2) process, with the following constraints.
Model: X_t=c+phi_1*X_t-1+...
Where X_0=X_1=0 and c=0, phi_1=3/2, phi_2=-3/4 and sigma^2=1/4
Do I use the arima function? How do I specify the constraints?
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