Fig7.7 <- function(n = 128) { # postscript(file = "Fig7.7.ps", height = 6.5, width = 6.5, horiz = F) par(mfrow = c(2, 2), mar = c(1.5, 1.5, 1.5, 0.5), mgp = c(5, 0.4, 0)) rs <- c(57, 14, 55, 51, 30, 0, 53, 44, 34, 53, 49, 2) .Random.seed <- rs y1 <- rnorm(n) y2 <- arima.sim(n, model = list(ar = 0.5)) y3 <- arima.sim(n, model = list(ar = -0.5)) y4 <- arima.sim(n, model = list(ar = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.5))) omega <- ((0:(n/2)) * 2 * pi)/n p1 <- spec.pgram(y1) p2 <- spec.pgram(y2) p3 <- spec.pgram(y3) p4 <- spec.pgram(y4) plot(omega, 10^(p1$spec/10), type = "l") mtext("White noise", side = 3, line = 0.1) plot(omega, 10^(p2$spec/10), type = "l") mtext("AR(1), r = 0.5", side = 3, line = 0.1) plot(omega, 10^(p3$spec/10), type = "l") mtext("AR(1), r = -0.5", side = 3, line = 0.1) plot(omega, 10^(p4$spec/10), type = "l") mtext("Seasonal time series", side = 3, line = 0.1) # graphics.off() NULL }