Databases Reference
In-Depth Information
3.0
2.0
1.0
x
n
0
−
1.0
-2
0 0 0 0 0 0 0 0 0 0 0
n
F I GU R E 8 . 10
Sample function of an AR(1) process with
a
1
=0.6.
12
10
8
6
4
2
x
n
0
−2
−
−1
−
−
0 0 0 0 0 0 0 0 0 0 0
n
F I GU R E 8 . 11
Sample function of an AR(1) process with
a
1
= -0.99.
Let's look at what happens when the AR(1) coefficient is negative. The sample waveforms
are plotted in Figures
8.11
and
8.12
. The sample-to-sample variation in these waveforms is
much higher than in the waveforms shown in Figures
8.9
and
8.10
. However, if we were to
look at the variation in magnitude, we can see that the higher value of
a
1
results in magnitude
values that are closer together.
This behavior is also reflected in the autocorrelation function, shown in Figure
8.13
,aswe
might expect from looking at Equation (
97
).
