Example – Red Noise
q  The mathematic form of red noise is as following:
     a: the degree of memory from previous states (0 < a < 1)
     e: random number
     Dt: time interval between data points
     x: standardized variable (mean =0; stand deviation = 1)
q  It can be shown that the autocorrelation function of the red noise is:
     Te is the e-folding decay time.