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
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10. The ACF and PACF plots of the differenced data for a time series y(t) show the
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(0.p,0)
b. ARIMA(0.d.p)
c. ARIMA(p.d,0)
d. None of the above
O a
O b
Transcribed Image Text:10. The ACF and PACF plots of the differenced data for a time series y(t) show the 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(0.p,0) b. ARIMA(0.d.p) c. ARIMA(p.d,0) d. None of the above O a O b
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