问题如下：
The following are statements about a moving average (MA) representation and an autoregressive (AR) process. Which one describes the main difference between MA representation and AR process?
选项：
A.A moving average (MA) representation shows an evidence of autocorrelation cutoff.
B.The autoregressive (AR) process will never be covariance stationary.
C.The autoregressive (AR) process shows evidence of autocorrelation cutoff.
D.An unadjusted moving average (MA) process shows a clear evidence of a gradual autocorrelation decay.
解释：
A is correct.
考点：MA Process and AR rocess
解析：它们的主要区别是：MA process有一个较为明显的autocorrelation cutoff，而AR process的自回归系数有一个逐渐的衰减。
还是不明白为啥可以不区分ACF和PACF来问cutoff ，视频里何老师每次的总结也是分了两种情况才讨论清了cutoff和decay。
这里讲的AR和MA的区别是从什么角度讨论的，这里的cutoff和ACF和PACF里指的不一样吗？
另外，看了之前老师对同学问题的回答，麻烦老师这次的解答不要再用因为某个选项的主语错了或者某个选项错了，所以不选它，这样来回答我的问题。大家不明白的应该是为啥它是错的。谢谢
（AR(1))
MA(1)