NO.PZ2019040801000060
问题如下：
The following statements are about the autoregressive moving average process. Which of them is correct?
I. It combines the lagged unobservable random shock of the MA process with the observed lagged time series of the AR process.
II. It involves autocorrelations which decay gradually.
选项：
A.
I only.
B.
II only.
C.
Both I and II.
D.
Neither I nor II.
解释：
C is correct.
考点：Autoregressive Moving Average Process
解析：这两个结论都是正确的，是autoregressive moving average process的性质。
MA的ACF不应该是cut off的吗？
