#   
# Written by:
# -- 
# John L. Weatherwax                2006-08-28
# 
# email: wax@alum.mit.edu
# 
# Please send comments and especially bug reports to the
# above email address.
# 
#-----

N = 1000;
u_t = rnorm(N,mean=0,sd=1); # the original sequence

#postscript("../../WriteUp/Graphics/Chapter4/sect_7_prob_2_u_k.eps", onefile=FALSE, horizontal=FALSE)
acf( u_t );
#dev.off()

x_t = c()
x_t[1] = u_t[1];
for( ii in 2:N ){
  x_t[ii] = 0.7 * x_t[ii-1] + u_t[ii];
}

#postscript("../../WriteUp/Graphics/Chapter4/sect_7_prob_2_x_t.eps", onefile=FALSE, horizontal=FALSE)
acf( x_t );
#dev.off()