Question

What is the value of the autocorrelation function of lag order 0?...

1. What is the value of the autocorrelation function of lag order 0?

a) 1

b)Above 0.95

c)0

2.What is the value of partial autocorrelation function of lag order 1?

a)Equal to the autocorrelation of lag order 1

b)1

c)0

3.If the ACF is seen to be non-significant after lag 2, then an appropriate model will be?

a)AR(2) or ARIMA (2,0,0)

b)MA(2) or ARIMA (0,0,2)

c)ARIMA(2,2,2)

4.A non-stationary time series with no significant ACF or PACF may be modelled by

a)ARIMA (0, 1, 0)

b)ARIMA (0, 0, 0)

c)ARIMA (0, k, 0), where k is the order of differencing to make the series stationary

d)ARIMA (1, 1, 1)

Solved by verified expert

facilisis. Pel

ac, dictum vit

ipsum dolor sit amet, consectetur a

dictum vitae odio. Donec aliq

gue vel laoreet ac, dictum vitae odio. Donec aliquet. Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nam lacinia pulvinar tortor nec facilisis. Pellentesque dapibus efficitur laoreet. Nam risus ante

Explore over 16 million step-by-step answers from our library

Step-by-step explanation

a. Fusce dui lectus, congue vel laoreet ac, dfficitur laoreet. Nam rienteitur, ultricnecm risus anpulvur laoreet. Nur laoregue vel laoreet ac

Fusce dui lectus, congue vel laoreet ac, dictum vitae odio. Donec aliquet. Lorem

llentesque dapibus em risus ante, dapibus aitur laoreet. Nam risus ante, daameametffficitur laoreet. Nam risue vel laoreetultri

dictum vitae odio. Donec aliquet. Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nam lacinia pulvm risus ante, dapibus aac, dictum vitae odio. Donec aliquet.

ce dui lectus, congue vel laoreet ac, dictum vitacinia

rem ipsum dolor sit amet, consectetur adipiscing elit. Nam lacinia pulvinar tortor nec facilisis. Pellentesque dapibus efficitur laoreet. Nam risus ante, dapibus a molestie consequat, ultrices ac magna. Fusce dui lectus, congue vel laoreet ac, di

trices ac magna. Fusce dui lectus, congue vel laoreet ac, dictum vitae odio. Donec aliquet. Lorem ipsum dolor sit amet, consectetur adipiscing e

gue

Student reviews
90% (10 ratings)
Thorough explanation