10. The ACF and PACF plots of the differenced data for a time series y(t) show the following patterns: the ACF is exponentially decaying or sinusoidal; • there is a significant spike at lag p in the...

110. The ACF and PACF plots of the differenced data for a time series y(t) show the<br>following patterns:<br>the ACF is exponentially decaying or sinusoidal;<br>• there is a significant spike at lag p in the PACF, but none beyond lag p.<br>Then the time series y(t) is an<br>a. ARIMA(0.p,0)<br>b. ARIMA(0.d.p)<br>c. ARIMA(p.d,0)<br>d. None of the above<br>O a<br>O b<br>

Extracted text: 10. The ACF and PACF plots of the differenced data for a time series y(t) show the following patterns: the ACF is exponentially decaying or sinusoidal; • there is a significant spike at lag p in the PACF, but none beyond lag p. Then the time series y(t) is an a. ARIMA(0.p,0) b. ARIMA(0.d.p) c. ARIMA(p.d,0) d. None of the above O a O b

Jun 03, 2022
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