Create lag windows appropriate for a time series of length N = 64 by auto correlating a Slepian data taper with NW set to each of the following 161 values: 1, 1.05, . . . , 8.95, 9 (C&E [5] for Section 7.5 has a discussion on formulating a lag window by auto correlating a data taper). For each of the resulting 161 lag windows, compute the smoothing window bandwidth BW using Using the setting for NW with BW closest to 0.05, create plots similar to those comprising Figure 286. Comment upon your findings.
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