Environmental Engineering Reference
In-Depth Information
6
φ
1
= 0.0
4
2
0
x
n
−
2
−
4
−
6
0
128
256
384
512
n
(a)
6
φ
1
= 0.2
4
2
0
x
n
−
2
−
4
−
6
0
128
256
384
512
n
(b)
6
φ
1
= 0.4
4
2
0
x
n
2
−
−
4
−
6
0
128
256
384
512
n
(c)
6
φ
1
= 0.8
4
2
0
x
n
−
2
−
4
Figure 3.5
Examples of autoregressive
(AR[1]) time series from Equation 3.7 with
(a)
6
−
φ
1
=
0
.
0, (b)
φ
1
=
0
.
2,
(
c)
φ
1
=
0
.
4,
0
128
256
384
512
(d)
φ
1
=
0
.
8. In each case,
x
=
0
.
0and
n
σ
ε
=
2
.
0. These are examples of
short-range persistence time series models.
1
(d)
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