Question: 2.Which statement about an AR(2) process is always true? (a) The process is invertible. (b) The process is stationary. (c) The theoretical ACF k =
2.Which statement about an AR(2) process is always true?
(a) The process is invertible.
(b) The process is stationary.
(c) The theoretical ACF k = 0 for all k > 2.
(d) The theoretical PACF kk decays exponentially or according to a sinusoidal pattern as k gets large.
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