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

Problem

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question

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

choices

  1. An acf and pacf that both decline geometrically
  2. An acf that declines geometrically and a pacf that is zero after p lags
  3. An acf that declines geometrically and a pacf that is zero after q lags
  4. An acf that is zero after p lags and a pacf that is zero after q lags

subject

econometrics

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Source and history

Official source

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