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Moon motif (talk | contribs) Rewrote Autoregressive Model Identification in an attempt to be clearer and to include more sources. |
Anachronist (talk | contribs) m →Autoregressive Model Identification: wikipedia doesn't use title case |
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The partial autocorrelation function of an [[ARMA model|ARMA(''p'', ''q'') model]] also exponentially decays but only after lags greater than ''p''.<ref name=":1" /><ref name=":2">{{Cite book |last=Das |first=Panchanan |url=https://www.worldcat.org/oclc/1119630068 |title=Econometrics in Theory and Practice : Analysis of Cross Section, Time Series and Panel Data with Stata 15. 1 |date=2019 |publisher=Springer |year=2019 |isbn=978-981-329-019-8 |edition= |___location=Singapore |pages=294-299 |language=en |oclc=1119630068}}</ref>
== Autoregressive
[[File:Partial Autocorrelation Function Graph.png|alt=The partial autocorrelation graph has 3 spikes and the rest is close to 0.|thumb|Sample partial autocorrelation function of a simulated AR(3) time series]]
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