16.8 Refer to the time series for nonfarm inventory investment in Fig. 15.3, its sample autocorrelation function

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16.8 Refer to the time series for nonfarm inventory investment in Fig. 15.3, its sample autocorrelation function in Fig. 15.4, and its partial autocorrelation function in Fig. 16.8. Can you suggest one or more ARMA(p. 4) processes that might have generated that time series?

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Econometric Models And Economic Forecasts

ISBN: 9780079132925

4th Edition

Authors: Robert Pindyck, Daniel Rubinfeld

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