1.00 
0.00 = 
-0.50 = 
-1.00 
I ' U i ! i ' 
0.00 7.50 15.00 22.50 30.00 37.50 45.00 52.50 60.00 
= 
Fig. 5.4a. Theoretical AR(0). 
1.00 
| ' | 
0.00 7.50 15.00 22.50 30.00 37.50 45.00 52.50 60.00 
5 
Fig. 5.4b. Estimated. 
Fig. 5.4. Autocorrelation coefficient for pure random process AR(0) 
X= €+, Er: N[O, 1]. 
shown. The maximum lag number M = 60 and the so—called Hanning Type spectral win- 
dow was used to calculate this spectrum. It looks very different from the white spectrum 
and has many sizable peaks and valleys. In the figures, the 90% level of confidence inter- 
val of this estimate, based on the y” —distribution of the equivalent degree of freedom 
101 
