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Scott Wilber wrote: > > 5) For discrete data, calculate each order by setting T=sampling > interval times the order number. By inspection, AC(0)=1.0 as > expected. Also by inspection, every step response function will > converge to zero as time increases without bound. What I find difficult to understand is 'Also by inspection, ...'. What do you mean by that? In the 'theorectically' defined case ACF is 1.0 at origin but elsewhere 'exactly' zero (not converging to zero!). If you consider a practical case, then one could conceive that ACF is not 1.0 at the origin but elsewhere has some very tiny fluctuations. There is no inherent reason why that fluctuation has to absolutely vanish at large lags in my view. (Could you give math details to support you claim?) M. K. Shen
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