ISYE 6402 Final - Part 2 questions well answered graded A+

ISYE 6402 Final - Part 2 questions well
answered graded A+

A white noise process has zero auto-covariance for all lags including lag zero. - correct answer
✔✔False



If a time series is Gaussian, then it is non-stationary. - correct answer ✔✔False



AR(p) processes are always invertible. - correct answer ✔✔True



The ACF plot can always be used to determine the order q of ARMA(p,q) models. - correct
answer ✔✔False



In some cases, the PACF plot can be used to determine the order p of ARMA(p,q) models. -
correct answer ✔✔True



The PACF of an ARMA(p,q) process cuts off after lag p. - correct 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. - correct answer ✔✔True



If Xt and Ytϕ1 are independent AR(1) processes, then Xt+Yt ϕ1 is an AR(2) process. - correct
answer ✔✔False. (The order of the sum of two independent AR processes is not necessarily the
sum of each individual processes' order.)



Let Wt be a white noise process. Then Xt=Wt−Wt−1 is stationary. - correct answer ✔✔True