题目
What is the difference between autocorrelation and partial autocorrelation?
选项
A.In the time series context, autocorrelation and partial autocorrelation are synonyms; there is no real difference, they are identical concepts
B.The partial autocorrelation is the correlation between y(t) and y(t-\u03c0) multiplied by the variance of y(0), an operation which standardizes the association across cycles
C.In the time series context, partial autocorrelation is the second moment of autocorrelation; if autocorrelation is positive (negative), then partial autocorrelation must be positive (negative)
D.Autocorrelation is the typical correlation between y(t) and y(t-\u03c0) while partial autocorrelation measures the association between y(t) and y(t-\u03c0) after controlling for the effects of y(t-1), ..., y(t-\u03c0+1)
答案
D
解析
Autocorrelation is the typical correlation between y(t) and y(t-π) while partial autocorrelation measures the association between y(t) and y(t-π) after controlling for the effects of y(t-1), ..., y(t-π+1).自相关是y（t）和y（t-π）之间的典型相关性，而部分自相关则是在控制y（t-1）,…, y(t-π 1)的影响后测量y（t）和y（t-π）之间的关联。