Q5. The ACF and the spectral density function of a time series are shown below. Comment on how these two graphs agree with each other. 0.1 0.3 0.4 0.5 80 60 Spectral Density 40 20 0 ACF -2 0 2 4 68 0.0 0.2 Frequency

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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H5.
Q5. The ACF and the spectral density function of a time series are shown below. Comment on
how these two
graphs
agree with each other.
T
T
0.1
0.3
0.4
0.5
80
60
Spectral Density
40
20
0
ACF
-4 -2 0 2 4 6 8
0.0
0
5
10
0.2
Frequency
15
Lag
20
25
30
Transcribed Image Text:Q5. The ACF and the spectral density function of a time series are shown below. Comment on how these two graphs agree with each other. T T 0.1 0.3 0.4 0.5 80 60 Spectral Density 40 20 0 ACF -4 -2 0 2 4 6 8 0.0 0 5 10 0.2 Frequency 15 Lag 20 25 30
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