SOU: 
5.28. 
S29) 
FIGURES (Continued) 
Page 
 R@VOPAR@)= a7 Sas (Ae ee ree er ratio 8 126 
PRY (5) 10) GY NI: O22) oe PR ER ON ae Fab oh nen naa, ci BRE o cha a ee Clore mED eo 129 
. Simulated AR(2) process X,-0.5 X;+0.8 X,2=€,, €,;: N[O,1] ... 130 
. Autocorrelation coefficient for AR(2) process 
X,—0.5 X;_-1 + 0.8 X12 = €;, Ey: N[0, 1] O00 DDOOoDOODCDODNODDODDOOO 131 
Spectrum for AR(2) process X;—0.5 X,)+0.8 X-2=€,, €,: N[O,1] .. 133 
na C@haractersioh en tOmARMA (ZS) marae mom richie or rrr 134 
5 (Grates ENQINUNGA) sooo co doo sod ooo odd o sD OOOO Good OSE OOD BHODOOK 139 
. Simulated ARMA(2.1) process (1) X,—0.3 X,)+0.4 X,2 =€;—-0.7€,), 
pe IN [OMI seeks, FeO Re eri aber een creo ton Receia k a teaae 147 
. Autocorrelation coefficient for ARMA(2.1) process (1) 
X,—0.3 X,,+0.4 X,2=€,-O-7e,,, €,: N[O,1] ................. 148 
Spectrum for ARMA(2.1) process (1) 
X,—0.3 X,-; + 0.4 X12 = €,—0.7€,] 5 €;: N[0, 1] onoouUG oD OnOoDUD OOO 150 
Simulated ARMA(2.1) process (2) 
X,— 0:3 Xi +0:4. X59 =€,;4+07en), Ex: NOV) sase6.5..00506- a. 152 
Autocorrelation coefficient for ARMA(2.1) process (2) 
Xt— 0.3 Xi} + 0.4 X12 =€;+ 0.7€ 1 ° Ey: N[0, 1] ol sfeielofellollelieliotelrelle/kaiieliel’s) 153 
. Spectrum for ARMA(2.1) process (2) 
X- 0.3 Xi] + 0.4 Xp-2 = €; + 0.7€ ;] ’ €;: N[0, 1] eC 154 
. Invertible Subzones [I] and [11];G), @), @), @) for by,b2 ........ 161 
. Simulated MA(2) process X, =€,+0.2 €,,;+0.8€,2, €,: N[O,1] .... 163 
. Autocorrelation coefficient for MA(2) process 
YOR 4 Gace Gaga ae INMEINN Copa ccumooncoodanoeooduoe 164 
. Spectrum for MA(2) process 
X,=€; +0.2 €--1 + 0.8 (SES Ey: N[0, 1] OOCUDOOCOOOOODDGCDDODOOUDO0 165 
. Simulated MA(1) process (1) X,=€;—0.7€,1,  €,: N[O,1] .......... 167 
. Autocorrelation coefficient for MA(1) process (1) 
X,=€,—0.7€,1, Ey: N[0, 1] plelio} elfolehoKellole/istieleleNelisiiehel oheleoveleheNenenelenelisiieli site 168 
Xi 
