18.75 - 
15.00 
11.25 
7.50 
3.75 
18.75 - 
7 dé; = —0.40678 
15.00 4 d2= 0.80245 
6, = 0.25973 
| by = 0.95205 
11.25 62 = 0.84312 
Fig. 5.43b. Estimated by ARMA model fitting as optimum, ARMA(2.2). 
Fig. 5.43. Spectrum for ARMA(2.2) process 
X,—0.5X_1 + O.8Xp2 = € ++ 0.2€,54+0.8€+2,  €1: N{O, 1]. 
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