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The mean ar the series {a over time. The first diff {at} has with a very la

The mean ar the series {a over time. The first diff {at} has with a very la

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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In an analysis, we have determined that: The sample PACF for the series {at} has a slow decay. The mean and variance for the series {at} are constant over time. The first difference process {x} has a sample ACF with a very large spike at lag 1, a smaller spike at lag 2, and no spikes elsewhere. Which model is most consistent with these observations? Select one: A. IMA(1,2) OB. MA(1) C. AR(2) O D. ARI(2,1)
Transcribed Image Text:In an analysis, we have determined that: The sample PACF for the series {at} has a slow decay. The mean and variance for the series {at} are constant over time. The first difference process {x} has a sample ACF with a very large spike at lag 1, a smaller spike at lag 2, and no spikes elsewhere. Which model is most consistent with these observations? Select one: A. IMA(1,2) OB. MA(1) C. AR(2) O D. ARI(2,1)
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