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MMLU-Pro / 7372 / An ARMA(p,q) (p, q are integers bigger than zero) model will have

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

An ARMA(p,q) (p, q are integers bigger than zero) model will have

category

economics

options

  1. An acf that declines geometrically and a pacf that is zero after p lags
  2. An acf that declines geometrically and a pacf that is zero after p+q lags
  3. An acf and pacf that are both zero after q lags
  4. An acf and pacf that are both zero after p lags
  5. An acf that is zero after q lags and a pacf that is zero after p lags
  6. An acf and pacf that both decline geometrically
  7. An acf that declines geometrically and a pacf that is zero after q lags
  8. An acf that is zero after q lags and a pacf that declines geometrically
  9. An acf that is zero after p lags and a pacf that declines geometrically
  10. An acf that is zero after p lags and a pacf that is zero after q lags

src

ori_mmlu-econometrics

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Source and history

Official source

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