Q132Section III (Statistics)132 of 145
An ACF that cuts off after lag 5 with an unremarkable PACF points to MA(5)
The sample autocorrelation of certain time series data was found to be significant at lags one and five, whereas the sample partial autocorrelations were not significants for first 30 lags. What model would you suggest for such a time series?
Pick an option to check your answer.