- ARIMA (0,1,0)
- ARIMA (0,0,0)
- ARIMA (1,0,2)
- ARIMA (0,0,1)
- ARIMA (4,0,0)
Homework Answers
Answer:
The option a (i.e. ARIMA (0,1,0) is the correct answer. Because Autocorrelation Function (ACF) linearly decline at lag 1, with
many lags significant and Partial Autocorrelation Function (PACF) has a single significant peak at lag 1. Thus it is ARIMA (0,1,0) model.
Therefore, ARIMA (0,1,0) is the correct answer.
Add Answer to:
ARIMA (0,1,0)
ARIMA (0,0,0)
ARIMA (1,0,2)
ARIMA (0,0,1)
ARIMA (4,0,0)
ACF for Q +- 1.96/T^0.5 -...
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