#
# Written by:
# -- 
# John L. Weatherwax                2009-04-21
# 
# email: wax@alum.mit.edu
# 
# Please send comments and especially bug reports to the
# above email address.
# 
#-----

save_Plots = F
DN="../../WriteUp/Graphics/Chapter6/"

z_acf = c(0.85,0.67,0.56,0.52,0.51,0.46,0.42,0.38,0.36,0.32)

dz_acf = c(0.25,-0.25,-0.35,-0.12,0.03,0.13,0.18,0.02,-0.07,-0.1)

n = 82

# For z:
# 
if( save_Plots ){
  fn=paste(paste(DN,"prob_5_z_acf",sep=""),".eps",sep="")
  postscript(fn, onefile=FALSE, horizontal=FALSE)
}
sdt = sqrt( ( 1 + 2 * sum( z_acf[1:3]^2 ) ) / n ) # an approximation
ylim = c( min( c(z_acf,-sdt) ), max( c(z_acf,+sdt) ) )
plot( z_acf, ylim = ylim, main="ACF(z)" )
abline(h= 2*sdt,col=2)
abline(h=-2*sdt,col=2)
if( save_Plots ){ dev.off() }

# For delta(z):
#
if( save_Plots ){
  fn=paste(paste(DN,"prob_5_delta_z_acf",sep=""),".eps",sep="")
  postscript(fn, onefile=FALSE, horizontal=FALSE)
}
sdt = sqrt( ( 1 + 2 * sum( dz_acf[1:3]^2 ) ) / n ) # an approximation
ylim = c( min( c(dz_acf,-sdt) ), max( c(dz_acf,+sdt) ) )
plot( dz_acf, ylim = ylim, main="ACF(Delta(z))" )
abline(h= 2*sdt,col=2)
abline(h=-2*sdt,col=2)
if( save_Plots ){ dev.off() }