Spectral Density Function
Use R to plot those spectral density functions of the processes below. Where et ∼ W N(0, 1)
(a) Xt = et −2/3et−2.
(b) Xt = et −1/6et−1 −1/6et−2 .
(c) Xt = 0.7Xt−1 − 0.1Xt−2 + et
(d) Xt + 0.81Xt−2 = et +1/3et−1.
6 years ago 0.01
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