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Mathematical theory of statistics, concerned with formal definitions and general results.

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Identifying ARIMA model from ACF and PACF

I've identified this as a AR(1) model as the ACF clearly shows a slow decay and the PACF seems like a cut off after lag 2. However, can it also be a ARMA (1,1) model because PACF seems like a damped s …
Shane Lum's user avatar