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AR- MA- and ARMA-

AR- MA- and ARMA-. How should these data be modelled?. Identification step: Look at the SAC and SPAC. Looks like an AR (1)-process. (Spikes are clearly decreasing in SAC and there is maybe only one sign. spike in SPAC). Then we should try to fit the model

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Df 9 21 33 - PowerPoint PPT Presentation

AR- MA- and ARMA-