Fig. No. 
5.34 
5.37 
5.38 
5.40 
5.41 
5.43 
Table 5.2. Results of estimation by model fitting —— [Il]. 
Process ARMA (n,m) Reece 
ARMA (0,2) 
MA (1) 
[Process (1)] 
ARMA (0,1) 
MA (1) 
[Process (2)] 
ARMA (0,1) 
ARMA (2,2) 
ARMA (2,2) 
180 
Estimated as 
Optimum 
0.18662 
0.78000 
NOT 
OPTIMUM 
(OPTIMUM) 
+ 0.80208 
+ 1.5161 
+ 0.55205 
1.0359 
— 0.40878 
+ 0.80245 
+ 0.25973 
+ 0.95205 
0.84312 
Estimated Equivalent 
AR (N) 
a, +0.374 
ag —0.201 
a, —0.278 
4230 — 0.064 
41, + 0.167 
432 + 0.001 
233 —0.113 
+ 0.646] a3 +0.299 
+ 0.423] a4 +0.234 
2:1.04127 
— 0.71964 
+ 0.49117 
— 0.30087 
+ 0.26673 
— 0.26548 
— 0.18590 
— 0.09790 
+ 0.08703 
ay +0.091 
449 — 0.252 
41, —0.015 
412 — 0.158 
433 + 0.015 
214 + 0.098 
415 +0.105 
