5.00 ] a,=-0.3 
Q2= 0.4 
b, =—0.7 
3.7574 a2= 1.0 
2.50 4 
1.254 
0.00 7 7 7 
0.06 0.12 0.19 0.25 0.31 0.37 0.44 0.50 
7 QO 
Fig. 5.27a. Theoretical ARMA process ARMA(2.1). 
5.00 4 a; = —0.37842 
G2= 0.40130 
b, = 0.73968 
2 = 
3.75 | o2= 1.0400 
4 
2.50 1 
1.25 
0.00 
0.00 0.06 012 019 025 031 0.37 0.44 0.50 
a 
Fig. 5.27b. Estimated by ARMA model fitting as optimum ARMA(2.1). 
Fig. 5.27. Spectrum for ARMA(2.1) process (1) 
X,-0.3 Xi1+0.4 Xe =€:-0.7€+4,  €+: NO, 1]. 
150 
