Dell-EMC
E20-007 · Question #5
You are analyzing a time series and want to determine its stationarity. You also want to determine the order of autoregressive models. How are the autocorrelation functions used?
The correct answer is B. ACF as an indication of stationarity,and PACF for the correlation between Xt and Xt-k not explained. See the full explanation below for the reasoning.
Question
You are analyzing a time series and want to determine its stationarity. You also want to determine the order of autoregressive models. How are the autocorrelation functions used?
Options
- APACF as an indication of stationarity,and ACF for the correlation between Xt and Xt-k not explained
- BACF as an indication of stationarity,and PACF for the correlation between Xt and Xt-k not explained
- CACF as an indication of stationarity,and PACF to determine the correlation of X1 through Xk-1.
- DPACF as an indication of stationarity,and ACF to determine the correlation of X1 through Xk-1.
How the community answered
(32 responses)- A3% (1)
- B81% (26)
- C9% (3)
- D6% (2)
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