set.seed(123) ma1<-arima.sim(model=list(ma=c(0.7)), n=200) ma1 set.seed(123) x1<-w<-rnorm(200) w for(t in 2:200) x1[t]=0.7*w[t-1]+w[t] x1.ts<-ts(x1) x1.ts par(mfrow=c(3,2)) plot(ma1, type="l", main="MA(1)") plot(x1.ts[2:200], type="l", main="MA(1)") acf(ma1, main="Yt = 0.7*wt-1+wt") acf(x1.ts[2:200], main="Yt = 0.7*wt-1+wt") pacf(ma1, main="Yt = 0.7*wt-1+wt") pacf(x1.ts[2:200], main="Yt = 0.7*wt-1+wt")