6.13 A stationary time series of length 121 produced sample partial autocorrelation of = 0.8, = 0.6,

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6.13 A stationary time series of length 121 produced sample partial autocorrelation of = 0.8, = 0.6, = 0.08, and = 0.00. Based on this information alone, what model would we tentatively specify for the series?

From textbook: Time Series Analysis with Applications in R by J.D. Cryer and K.-S. Chan

Posted Date: May 18, 2024 09:12 PM

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6.13 A stationary time series of length 121 produced sample partial autocorrelation of = 0.8, = 0.6,

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