A stationary time series of length 121 produced sample partial autocorrelation of hat{phi}_{11} = 0.8, hat{phi}_{22} = -0.6, hat{phi}_{33} = 0.08, and hat{phi}_{44} = 0.00. Based on this information alone, what model would we tentatively specify for the series?
Added by James M.
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The sample partial autocorrelation at lag 1 (411) is 0.8, which is significant. Show more…
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