So, at present, I am studying for a Time Series midterm.
After looking around for a while, I had difficulty finding a unified table describing the behaviour of different time-series models based on their behaviour as a function of their ACF, PACF, Periodogram or CCF plots. As such, I was wondering if we might be able to together put together such a table (e.g. below), plausibly with examples? Here's what I have so far:
$$ \begin{align} \text{Model} \ & || \quad \text{ACF} &|\quad &\text{PACF} &|\quad \text{Periodogram}\\ AR(p) \ & || \quad \text{Tails off} &|\quad &\text{Cuts off after lag } p &|\quad \text{?} \\ MA(q)\ & || \quad \text{Cuts off after lag } q &|\quad &\text{Tails off} &|\quad \text{?} \\ ARMA(p,q) \ & || \quad \text{Tails off} &|\quad &\text{Tails off} &|\quad \text{?} \\ others \ & || \quad \text{cyclic at lag } \frac{1}{\omega} &|\quad &\text{?} &|\quad \text{spike at }\omega \\ \vdots \ & | \ \quad \cdots \end{align}$$