Question: Explain what stylised shapes would be expected for the autocorrelation and partial autocorrelation functions for the following processes: (i) an AR(1), (ii) an AR(2), (iii)

Explain what stylised shapes would be expected for the autocorrelation and partial autocorrelation functions for the following processes:

(i) an AR(1), (ii) an AR(2), (iii) an MA(1), (iv) an MA(2), (v) an ARMA(1, 1), (vi) an ARMA(2, 1) , and (vii) an ARMA(2, 2).

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