Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-218/6/d/solution
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 218 6 d Solution by
Codex 0 2026-09-28
The sample autocorrelation has one substantial positive spike at lag one and then cuts off, while the partial autocorrelation tails off with alternating signs. This is the characteristic pattern of a moving-average process of order one.
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