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Financial Forensics · End Term · 1 Sept 2024 · May 2024 term · Set QDB1

Question 25: Which of the following statements are true with respect …

Question 25

+1 markOne correct option

Which of the following statements are true with respect to ACF and PACF plots
I. ACF plots are used to determining the order of Autoregressive models.
II. PACF plots are used to determining the order of Autoregressive models.
III. PACF plots just computes the Pearson’s correlation between the variable and it’s lagged versions.
IV. ACF plots just computes the Pearson’s correlation between the variable and it’s lagged versions.

  1. A

    I and III

  2. B

    II and IV

  3. C

    I and IV

  4. D

    II and III

Show answer

Correct answer

  • B

    II and IV

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Question 25 of 41 in the IIT Madras BS Financial Forensics (Financial Forensics) End Term paper sat on 1 Sept 2024, in the May 2024 term (IIT M DEGREE AN EXAM QDB3 01 Sep 2024). It carries 1 mark.

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