Arma table Flashcards
1
Q
What is the ARMA, ACF, PACF table
A
-
AR(p):
- ACF: slowly decays to zero
- PACF: 0 for lags greater than p
-
MA(p):
- ACF: 0 for lags greater than q
- PACF: Slowly decays to zero
-
ARMA(p,q) :
- ACF: Slowly decays to zero
- PACF: Slowly decays to zero
2
Q
What happens to ACF of AR(p)
A
Slowly decays to zero
3
Q
What happens to PACF of AR(p)
A
0 for lags greater than p
4
Q
What happens to ACF of MA(q)
A
0 for lags greater than q
5
Q
What happens to PACF of MA(q)
A
Slowly decays to zero
6
Q
What happens to PACF and ACF of an ARMA(p,q)
A
Both slowly decay to zero
