Fig. 5.3. Simulated pure random process AR(0) 
X=€1,  €: N(O, 1]. 
theoretical spectrum except that the variance was a little larger, G2 = 1.046490, as 
mentioned above. 
In Fig. 5.5c, for comparison, the estimated spectrum, calculated by the nonparamet- 
ric or correlation method, and the Fourier transform of the calculated Rr) in Fig. 5.4b are 
100 
