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ISYE 6402 Final - Part 2 2025/2026 Exam
Questions and Corresponding Answers
with Surety of 100% Pass Mark
A white noise process has zero auto-covariance for all lags including lag zero. - 🧠
ANSWER ✔✔False
If a time series is Gaussian then it is non-stationary. - 🧠 ANSWER ✔✔False
AR(p) processes are always invertible. - 🧠 ANSWER ✔✔True
The ACF plot can always be used to determine the order q of ARMA(p,q) models.
- 🧠 ANSWER ✔✔False
In some cases, the PACF plot can be used to determine the order p of ARMA(p,q)
models. - 🧠 ANSWER ✔✔True
The PACF of an ARMA(p,q) process cuts off after lag p. - 🧠 ANSWER ✔✔False.
(The PACF of an ARMA(p,q) process tails off, while the PACF of an AR(p)
process cuts off after lag p.)
MA(q) processes are always causal. - 🧠 ANSWER ✔✔True
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COPYRIGHT©NINJANERD 2025/2026. YEAR PUBLISHED 2025. COMPANY REGISTRATION NUMBER: 619652435. TERMS OF USE. PRIVACY
STATEMENT. ALL RIGHTS RESERVED
ISYE 6402 Final - Part 2 2025/2026 Exam
Questions and Corresponding Answers
with Surety of 100% Pass Mark
A white noise process has zero auto-covariance for all lags including lag zero. - 🧠
ANSWER ✔✔False
If a time series is Gaussian then it is non-stationary. - 🧠 ANSWER ✔✔False
AR(p) processes are always invertible. - 🧠 ANSWER ✔✔True
The ACF plot can always be used to determine the order q of ARMA(p,q) models.
- 🧠 ANSWER ✔✔False
In some cases, the PACF plot can be used to determine the order p of ARMA(p,q)
models. - 🧠 ANSWER ✔✔True
The PACF of an ARMA(p,q) process cuts off after lag p. - 🧠 ANSWER ✔✔False.
(The PACF of an ARMA(p,q) process tails off, while the PACF of an AR(p)
process cuts off after lag p.)
MA(q) processes are always causal. - 🧠 ANSWER ✔✔True
1
COPYRIGHT©NINJANERD 2025/2026. YEAR PUBLISHED 2025. COMPANY REGISTRATION NUMBER: 619652435. TERMS OF USE. PRIVACY
STATEMENT. ALL RIGHTS RESERVED
