1 
1 | | 1 1 if 1 | 
0.00 7.50 15.00 22.50 30.00 37.50 45.00 52.50 60.00 
3T 
Fig. 5.21b. Estimated. 
Fig. 5.21. (Continued) 
Figure 5.22 shows the spectra, Fig. 5.22a the theoretical one given by Eq. 5.115, 
Fig. 5.22b the estimated one from the fitted model AR(2), and Fig. 5.22c the one esti- 
mated by the nonparametric method from the generated process (Fig. 5.20), using the 
same maximum lag number (60) and Hanning window as for Fig. 5.5c and Fig. 5.12c. 
The a and b spectra look very similar to each other and in this case c also looks similar to 
aand b. In Fig. 5.22c, the 90% level of confidence interval of this estimate based on 
the y” —distribution of the equivalent degree of freedom (here approximately equal to 27) 
as is explained in Section 2.5.5 is shown by vertical lines for reference. 
132 
