E
Edward Smith
Member
Hello,
In an MA(q) process where q>=1, the PACF tends to 0 but never completely cuts off...
Likewise, for an AR(p) process where p>=1, would we expect the ACF to tend to 0 but never completely cut off?
Also, for an ARMA(p,q), would we then expect neither the ACF or PACF to equal 0 when both p and q >=1?
Cheers
In an MA(q) process where q>=1, the PACF tends to 0 but never completely cuts off...
Likewise, for an AR(p) process where p>=1, would we expect the ACF to tend to 0 but never completely cut off?
Also, for an ARMA(p,q), would we then expect neither the ACF or PACF to equal 0 when both p and q >=1?
Cheers