Which non-stationary time series has a constant mean but non-constant variance?
A) random walk
B) AR(1) with linear trent
C) random walk with drift
D) deterministic trend
Correct Answer:
Verified
Q2: What is the null hypothesis of the
Q6: Which of the following is a common
Q8: What does it mean for a series
Q9: The minimum number of times a series
Q10: Which of the following is a common
Q11: Which of the following is not
Q12: What is the null hypothesis of the
Q13: If series y and z have similar
Q15: How do you find the first difference
Q16: What is a spurious regression?
A)statistically significant but
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents