| t | 
1 
0.00 7.50 15.00 22.50 30.00 37.50 45.00 52.50 60.00 
> 
a 
Fig. 5.26a. Theoretical. 
1.00 
aS ae gUN py TR LNT UPTO eT TU ype mT OUI ise ST IRD mraoMN NE aU PaMUN Gs pO cu Uc a Panes eee pea ene 
0.00 7.50 15.00 22.50 30.00 37.50 45.00 52.50 60.00 
=2T 
Fig. 5.26b. Estimated. 
Fig. 5.26. Autocorrelation coefficient for ARMA(2.1) process (1) 
X,-0.3 Xe + 0.4 Xpe2 =€E;— 0.7€ 1) Er: N([O, 1]. 
148 
