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牛小毛 · 2022年08月14日

为什么2是正确的?

NO.PZ2019040801000060

问题如下:

The following statements are about the autoregressive moving average process. Which of them is correct?

I. It combines the lagged unobservable random shock of the MA process with the observed lagged time series of the AR process.

II. It involves autocorrelations which decay gradually.

选项:

A.

I only.

B.

II only.

C.

Both I and II.

D.

Neither I nor II.

解释:

C is correct.

考点:Autoregressive Moving Average Process

解析:这两个结论都是正确的,是autoregressive moving average process的性质。

MA的ACF不应该是cut off的吗?

2 个答案
已采纳答案

品职答疑小助手雍 · 2022年08月14日

同学你好,这里考察的是ARMA,不是MA。 所以II是正确的。

最爱吃排骨 · 2024年01月28日

请问怎么看考察的事ARMA,而不是MA,我只看到了MA

品职答疑小助手雍 · 2024年01月29日

autoregressive moving average process的简称就是ARMA

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