One hundred observations of a stationary time series produced the following sample PACF 11=0.8, P22 -0.6, 330.07, 44 = 0.001. Based on this information alone, what model would we tentatively specify for this series? Why? Use significance level 0.05.

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One hundred observations of a stationary time series produced the following sample PACF
ôu = 0.8, 22 = -0.6, d3 = 0.07, 4 = 0.001.
Based on this information alone, what model would we tentatively specify for this series? Why? Use
significance level 0.05.
Transcribed Image Text:One hundred observations of a stationary time series produced the following sample PACF ôu = 0.8, 22 = -0.6, d3 = 0.07, 4 = 0.001. Based on this information alone, what model would we tentatively specify for this series? Why? Use significance level 0.05.
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