Consider the first three 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.

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TABLE 1 1.5 Caseade Process Data Observation x1 x2 x3 r4 xs rfi Χ7 r8 Χ9 yl Residuals y2 12.78 0.15 91 5 154 738 175 5.89 111 9515 0.81498 87 14.97 0.1 90 49 54 7.14 171 5.91 1.109 952.2 031685 88 15.43 007 90 47 7.33 64 5.92 1104 9523 0,28369 86 14.95 0.12 89 43 154 721 93 5.71 1.103 9518 045924 89 16.17 0I 83 42 67 7.23 186 5.63 1.103 952.3 0.56512 86 17.25 0.07 84 54 149 7.15 168 58 1099 952:2 0.22592 91 16.57 0.12 89 6 L64 7.23 182 5.88 1096 950.2 0.55431 99 19.31 0.08 99 60 146 7.74 169 6.13 1092 9505 0.18874 100 1084 950.6 015245 103 16.99 0.09 98 57166 751 182 6.38 1086 949.8 -0.33580 107 3 6 8 18.75 0.04 99 52 89 757 2.02 6.27 IO