I am given this question
and ask to construct a numerical generative model for an autoregressive oreder two; xt - xt-1 + 0.5xt-2 = et. generate and plot 256 time series then numerically obtain the spectrum and plot them.
where the noise process is assumed to be one.
I have done something but Im not so sure what im doing. is it numerical genrative?
et = 1;
n = 257;
x = zeros(n-1,1);
x(1) = rand(1)*4
x(2) = rand(1)*8
for t = 3:n-1;
x(t) = x(t-1) - 0.5*x(t-2) + et