#Moving Average Series  
e<- rnorm(200) 
seq<- 1:200; Y<- 1:200; Y[1]<- e[1]

postscript(file="MAplot.ps",height=16,width=10,horizontal=F)
par(mfrow=c(2,1))

bet<-  0.66
#bet<-  -0.66
for (i in 2:200)
{Y[i]<- bet*e[i-1] + e[i]}

c(mean(Y),sqrt(var(Y)),sqrt(1+bet*bet))

plot(seq,Y,type="l",lty=1,xlim=c(0,200),ylim=c(-4,4),xlab="t",
   ylab="MA(1) Series")
abline(h=c(-2,0,2),lty=2)
title(main="MA Processes",cex=0.80)
text(170,-4,"b =",font=13); text(190,-4,bet)

bet1<-    0.80; bet2<- 0.66
#bet1<-  -0.80; bet2<- 0.66
for (i in 3:200)
{Y[i]<- bet2*e[i-2] + bet1*e[i-1] + e[i]}

c(mean(Y),sqrt(var(Y)),sqrt(1+bet1*bet1+bet2*bet2))

plot(seq,Y,type="l",lty=1,xlim=c(0,200),ylim=c(-4,4),xlab="t",
   ylab="MA(2) Series")
abline(h=c(-2,0,2),lty=2)
text(130,-4,"b =",font=13);  
text(190,-4,bet1);text(160,-4,bet2)

dev.off()

rm(bet,bet1,bet2)
rm(e,Y,seq)