- B Describe The Important Characteristics Of The Partial Autocorrelation Function Pacf For The Following Models I 1 (97.5 KiB) Viewed 99 times
(b) Describe the important characteristics of the partial autocorrelation function (PACF) for the following models: (i)
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(b) Describe the important characteristics of the partial autocorrelation function (PACF) for the following models: (i)
(b) Describe the important characteristics of the partial autocorrelation function (PACF) for the following models: (i) MA(2), (ii) IMA(2,1), (iii) AR(2), (iv) ARI(1,2), and (v) ARIMA(1,1,2). (5 marks) (c) Write down the mathematical expression representing each of the models for (i) to (v) in (b) above.