# 2.2 Moving Averages and Autoregressive Processes (continued) # Plot 2.2.5a: Autocorrelation functions of ARMA(1,1)-processes k <- 0:10 a1 <- c(0.8,-0.8) b1 <- c(0.5,0,-0.5) plot(range(k),c(-1,1),type="n",ylab="rho") for(i in 1:2) for(j in 1:3) { a <- a1[i]; b <- b1[j] r <- (1+a*b)*(a+b) /(1+2*a*b+b*b) rho <- c(1,r*a^(k[-1]-1)) lines(k,rho,type="b",lty=i,col=j) }