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MMLU-Pro / 6846 / Which of the following statements are true concerning the autocorrelation…

Problem

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question

Which of the following statements are true concerning the autocorrelation function (acf) and partial autocorrelation function (pacf)?

i) The acf and pacf will always be identical at lag one whatever the model

ii) The pacf for an MA(q) model will in general be non-zero beyond lag q

iii) The pacf for an AR(p) model will be zero beyond lag p

iv) The acf and pacf will be the same at lag two for an MA(1) model

category

economics

options

  1. (i), (ii), and (iii) only
  2. (i) and (ii) only
  3. (ii), (iii), and (iv) only
  4. (ii) and (iii) only
  5. (iii) and (iv) only
  6. (i), (iii), and (iv) only
  7. (i), (ii), (iii), and (iv)
  8. (ii) and (iv) only
  9. (i) and (iv) only
  10. (i) and (iii) only

src

ori_mmlu-econometrics

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Source and history

Official source

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