Ma2 and AR2 correlogram and partial correlogram
Posted: 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. :)
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. :)