Consider the first two process variables in Table 11.5. Calculate an estimate of the sample covariance matrix using both estimators S1 and S2 discussed in section 11.3.2.

TABLE 11.5 Cascade Process Data Observation x Residuals y- 12.78 0.15 91 56154 7.38 175 5.89 LI1 9515 0.81498 87 14.97 0.1 0 49 154 714 171 5.91 1.109 9522 031685 88 15.43 007 90 4 147733 164 5.92 1104 9523 0.28369 86 14.95 0.12 89 43 154 721 193 5.71 1.103 9518 0.45924 89 16.17 01 83 4267 7.2186 5.63 1103 9523 0.36512 86 17.25 007 84 54 149 7.15 168 58 1099 9522022592 91 16.57 0.12 89 164 723 182 5.88 1096 950.2 0.55431 99 19.31 008 99 60 146 774 169 6.13 1092 9505 018874 100 18.75 0.04 99 52 189 757 2,02 627 1084 950.6 0.15245 103 16.99 0.09 98 57 1.66 7.51 182 6.38 1086 9498-0.33580 107 3 5 6 8 99 649 1O 08% 506