1.00 
-0.505 
Oa a er aT ee TU 
0.00 7.50 15.00 22.50 30.00 37.50 45.00 52.50 60.00 
7T 
Fig. 5.11a. Theoretical. 
1.00 
> ' i} 
0.00 7.50 15.00 22.50 30.00 37.50 45.00 52.50 60.00 
Fig. 5.11b. Estimated. 
Fig. 5.11. Autocorrelation coefficient for AR(1) process 
X,-0.5 Xe =€;, Er: N[O, 1]. 
114 
