n <- 1500 e <- rnorm (n, sd=2.25^2) # Example 8.2.1 from Brockwell and Davies (1991) x <- double (n) x[1] <- 0 x[2] <- 0 for (i in 3:n) { x[i] <- 0.5*x[i-1]+0.2*x[i-2]+e[i] } x <- window(ts(x),start=501) plot (x) acf (x, 40, type="o", ylim=range(-1,1)) pacf (x, 40, type="o", ylim=range(-1,1))
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