MA和AR要怎么从图上区分啊？

问题如下：

A market risk manager would like to analyze and forecast a security performance and has obtained the historical time series for that security. The manager consults a colleague from the quantitative analytic team who provides the following Partial Autocorrelation Function (PACF) plot:

Based on the plot above, which of the following is the best regression approach for the security?

选项：

A.

AR(1)

B.

MA(1)

C.

AR(2)

D.

MA(2)

解释：

The PACF cuts off after the second lag. This behavior indicates an AR(2) process.