Figures 5.35, 5.36, and 5.37 show the same kind of results for a generated MA(1) 
process, X,=€,—0.7€, , for €,: N[0,1], ie., for b} = —0.7, o2= 1.0. Figures 5.38, 
5.39, and 5.40 are also for an MA(1) process, X,; = €,+ 0.7€,_;, ie., for b; = + 0.7, 
o2= 1.0, just changing the sign of b, from —0.7 to + 0.7. 
Figures 5.35 and 5.38 show the time history over tr = 1 to 600. Their readings are 
listed in Appendix Al as Tables A1.7 and A1.8; pp. 251, 258, and 259. Figures 5.36 and 
5.39 show the autocorrelation. Theoretically, R(r) =O for r = 2. 
-2.50 
-5.00 
ap oes ne es eee nn een la tS en i ae ee a 
0.00 75.00 150.00 225.00 300.00 375.00 450.00 525.00 600 
it 
5.00 — 
2.50 4 
0.00 5 iii 
-2.50 
S| 
-5.0 
100 150 200 250 
st 
Fig. 5.35. Simulated MA(1) process (1) 
X= €;-0.7€,,, Er: N[O, 1]. 
167 
