A key tool for identifying time series processes are the ACF and the partial ACF. Figures 5.10 to 5.15 show simulated time series corresponding to the processes described below, along with their...

A key tool for identifying time series processes are the ACF and the

partial ACF. Figures 5.10 to 5.15 show simulated time series corresponding

to the processes described below, along with their sample ACF and partial

ACF. Identify which plots correspond to the models (a) to (d).

(a) yt = 0:6 yt􀀀1 + "t + 0:8 "t􀀀1.

(b) yt = 0:70 yt􀀀1 􀀀 0:12 yt􀀀2 + "t.

(c) yt = 􀀀0:4 yt􀀀1 + "t 􀀀 "t􀀀1 + 0:21 "t􀀀2.

(d) yt = "t + 0:8 "t􀀀2.