问题如下：
The following are statements about a moving average (MA) representation and an autoregressive (AR) process. Which one describes the main difference between MA representation and AR process?
选项：
A.A moving average (MA) representation shows an evidence of autocorrelation cutoff.
B.The autoregressive (AR) process will never be covariance stationary.
C.The autoregressive (AR) process shows evidence of autocorrelation cutoff.
D.An unadjusted moving average (MA) process shows a clear evidence of a gradual autocorrelation decay.
解释：
A is correct.
考点：MA Process and AR rocess
解析：它们的主要区别是：MA process有一个较为明显的autocorrelation cutoff，而AR process的自回归系数有一个逐渐的衰减。
老师，请问这里不需要考虑ACF与PACF两种情况么？
