Question

. Suppose you simulate time series data for an AR(1) process with φ = 0.9. Which of the
following will you observe?
(A) The scatterplot of Xt versus Xt−1 will display a negative linear trend and the scatterplot
of Xt versus Xt−2 will display a negative linear trend.
(B) The scatterplot of Xt versus Xt−1 will display a positive linear trend and the scatterplot
of Xt versus Xt−2 will display a positive linear trend.
(C) The scatterplot of Xt versus Xt−1 will display a negative linear trend and the scatterplot
of Xt versus Xt−2 will display a random scatter of points.
(D) The scatterplot of Xt versus Xt−1 will display a positive linear trend and the scatterplot
of Xt versus Xt−2 will display a random scatter of points.
(E) None of the above.

Answer 1

I am sorry but idk the answer you can send it in different parts like the question and part A like that I am sorry but idk the anssse

Answer 2

Explanation:

scatterplot

of Xt versus Xt−2 will display a negative linear trend.

(B) The scatterplot of Xt versus Xt−1 will display a positive linear trend and the scatterplot

of Xt versus Xt−2 will display a positive linear trend.

(C) The scatterplot of Xt versus Xt−1 will display a negative linear trend and