150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án (Phần 5)

Which of the following sets of characteristics would usually best describe an autoregressive process of order 3 (i.e. an AR(3))?

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Which of the following sets of characteristics would usually best describe an autoregressive process of order 3 (i.e. an AR(3))?

A slowly decaying acf, and a pacf with 3 significant spikes

A slowly decaying pacf and an acf with 3 significant spikes

A slowly decaying acf and pacf

An acf and a pacf with 3 significant spikes

Giải thích

Chọn đáp án: A