题目
Which of the following statements is a key differentiator between a moving average (MA) representation and an autoregressive (AR) process?
选项
A.A moving average representation shows evidence of autocorrelation cutoff.
B.An autoregressive process shows evidence of autocorrelation cutoff.
C.An unadjusted moving average process shows evidence of gradual autocorrelation decay.
D.An autoregressive process is never covariance stationary.
答案
A
解析
A key difference between a moving average (MA) representation and an autoregressive (AR) process is that the MA process shows autocorrelation cutoff while an AR process shows a gradual decay in autocorrelation.移动平均（MA）表示和自回归（AR）过程之间的主要区别在于，MA过程显示自相关截止，而AR过程显示自相关逐渐减小。