#
# 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.
# 
#-----

r_t = c( 0.39, 0.20, 0.09, 0.04, 0.09, -0.13, -0.05, 0.06, 0.11, 0.02 )

#postscript("../../WriteUp/Graphics/Chapter8/prob_2_ats_plot.eps", onefile=FALSE, horizontal=FALSE)
plot( r_t, pch=18 )
abline( h=+1/sqrt(82), col='red' ) # we should really use Bartlett's approximation ... but this should be good enought 
abline( h=-1/sqrt(82), col='red' )
#dev.off()

# Calculate Portmanteau lack of fit test:
N = 82
d = 1
n = N - d 
Q = n * sum( r_t^2 )

K = length(r_t)
p = 0 
q = 1 
dof = K - p - q 
print(sprintf('Q= %10.6f; 95%% chiSqPt= %10.6f; 99%% chiSqPt= %10.6f',Q,qchisq(0.95,dof),qchisq(0.99,dof)))