4 by = 0.2 
aco bp = 0.8 
ao = 1.0 
4 
3.75 4 
Pell 
1.25- 
4 
Fig. 5.34a. Theoretical MA(2). 
6.254 
5.004 b, = 0.18662 
6 = 0.78000 
c| A 
6.2 = 1.0816 
Fig. 5.34b. Estimated by MA model fitting as optimum, MA(2). 
Fig. 5.34. Spectrum for MA(2) process X;=€,+0.2€.,+0.8¢€12,  €,: N[0, 1]. 
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