The ACF and PACF plots of the differenced data for a time series y(t) show t following patterns: • the ACF is exponentially decaying or sinusoidal; • there is a significant spike at lag p in the PACF, but none beyond lag p. Then the time series y(t) is an a. ARIMA(O,p,0) b. ARIMA(O.d.p) c. ARIMA(p.d,0) d. None of the above a O b
The ACF and PACF plots of the differenced data for a time series y(t) show t following patterns: • the ACF is exponentially decaying or sinusoidal; • there is a significant spike at lag p in the PACF, but none beyond lag p. Then the time series y(t) is an a. ARIMA(O,p,0) b. ARIMA(O.d.p) c. ARIMA(p.d,0) d. None of the above a O b
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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