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You obtain the following sample autocorrelations and partial autocorrelations for a sample of 200 observations from actual data: Lag acf pacf 1 0.420 0.632 2
You obtain the following sample autocorrelations and partial autocorrelations for a sample of 200 observations from actual data:
Lag | acf | pacf |
1 | 0.420 | 0.632 |
2 | 0.104 | 0.381 |
3 | 0.074 | 0.268 |
4 | 0.042 | 0.199 |
5 | 0.032 | 0.101 |
6 | 0.014 | 0.096 |
A.
ARIMA (p,d,q)
B.
AR(p)
C.
MA(q)
D.
ARMA(p,q)
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