## figura 6.2
fig6.2 <- read.table(file="fig.6_2.dat")[,1]
plot(fig6.2, type="l")
abline(h=0, lty=2)

acf(fig6.2)
pacf(fig6.2)

## modello AR(1)
mod6.2 <- arima(fig6.2, order=c(1,0,0))
mod6.2

## alt.: modello AR(1) via OLS
mod6.2alt <- lm(fig6.2 ~ c(NA, fig6.2[-300]))
mod6.2alt