Ma2 and AR2 correlogram and partial correlogram

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grodde
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Joined: Mon Jan 04, 2010 7:53 am

Ma2 and AR2 correlogram and partial correlogram

Postby grodde » Fri Jan 08, 2010 4:57 pm

Hi, i'm a student and i'm studying for my first economectric exam.

I have some doubts about the correlograms. I have understand, calculating the functions, how looks like the correlogram of an AR(1) and of an MA(1) but I don't understand how looks like the correlogram and the partial correlogram of an MA(2) or MA(4) process. Same problem for the AR(2) process or higher AR(h).

The question is: can you post just a couple of examples of correlogram and partial correlogram to help me to understand it?

Thank you so much and sorry for my bad English. :)

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