*
* Example of AR(2) process
* pp 163-164
*
all 200
*
* As described in diebp156.prg, this example uses the "burn-in" procedure for
* generating the AR process. t=1 and t=2 are set to zero, after which the AR
* process is put into effect. The first 50 terms generated are ignored in the
* graph of the realization.
*
set u = %ran(1.0)
set y = %if(t<=2,0.0,1.5*y{1}-.9*y{2}+u)
graph(footer="Realization of y(t)=1.5y(t-1)-.9y(t-2)+u")
# y 51 200
*
* The acf has two "non-standard" terms followed by a formula. You could do this
* with a single SET and two %IF functions, but it's easier to read if you just
* handle the cases with separate SET instructions.
*
set acar2 1 1 = 1.0
set acar2 2 2 = 1.5/(1-(-.9))
set acar2 3 32 = 1.5*acar2{1}-.9*acar2{2}
graph(style=bargraph,max=1.0,min=-1.0,number=1,$
  footer="Figure 7.11 Population Autocorrelation Function: AR(2) Process, Complex Roots")
# acar2 2 32