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When I plot the autocorrelation function of an autoregressive signal, I get this instead of a damping sinusoid.

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I am having trouble understanding why this is happening. My signal is an generated from an AR(10) model.

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  • $\begingroup$ It looks to me like a sum of damped sinusoids. You have, depending on how you define AR(10) 9 or 10 poles $\endgroup$ – Stanley Pawlukiewicz Aug 15 at 23:19

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