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// Illustration of nonuniqueness in estimation of MA model parameters using ACF, discussed in Example 6.14 on page 184
// 6.7
exec('plotacf.sci',-1);
exec('pacf.sci',-1);
exec('label.sci',-1);
xi = 0.1*rand(1,10000);
// Simulation and estimation of first model
m1 = armac(1,0,[1,-3,1.25],1,1,1);
v1 = arsimul(m1,xi);
M1 = armax1(0,0,2,v1,zeros(1,10000))
disp(M1)
// Simulation and estimation of second model
m2 = armac(1,0,[1,-0.9,0.2],1,1,1);
v2 = arsimul(m2,xi);
M2 = armax1(0,0,2,v2,zeros(1,10000))
disp(M2)
// ACF and PACF of both models
plotacf(v1,1,11,1);
xset('window',1), plotacf(v2,1,11,1);
xset('window',2), pacf(v1,11);
xset('window',3), pacf(v2,11);
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