Info

MA(q)

Significant spikes through lags q

Declines exponentially

ARMA(p, q)

Exponential decay

Exponential decay

Note: The terms exponential and geometric decay mean the same things (recall our discussion of the Koyck distributed lag).

Note: The terms exponential and geometric decay mean the same things (recall our discussion of the Koyck distributed lag).

CHAPTER TWENTY-TWO: TIME SERIES ECONOMETRICS: FORECASTING 845

Pk pkk

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