Question: Based on a sample series of length T = 100 an analyst has obtained the estimate ?? ? Given the correlogram we can conclude that

Based on a sample series of length T = 100 an analyst has obtained the estimate ?? ?

0.50 to 000 050 001- 10 KURSUS K 30 Correlogram of process

Given the correlogram we can conclude that

(1) The process generating the sample series has a strong trend component.

(2) The estimate of the ad will not have the known statistical properties.

(3) The underlying process has very short memory.

(4) The process generating the sample series is definitely stationary.

0.50 to 000 050 001- 10 KURSUS K 30 Correlogram of process (T = 100) 40

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