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。
ARMA process 中的MA部分不是只影响一个lagged shock吗？那为什么可以说It combines the lagged unobservable random shock of the MA process？AR部分不是考虑到了所有的shocks吗？为什么说它的影响只有observed lagged time series？请问statement I说的是什么意思？其中的observed和unobservable该怎么理解？
