Which of the following is an example of an autoregressive distributed lag model? A)y_t = f(x_t,x_t-1,x_t-2……. ) B)y_t = f(y_t-1,x_t,x_t-1,x_t-2…) C)y_t = f(x_t,x²_t,x³_t) D)y_t = f(x_t)+ g(e_t-1)

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An autoregressive distributed lag (ARDL) model includes both lagged values of the dependent variable and independent variables. In option B, y_t is regressed on its lagged value (y_t-1) and lagged values of independent variables (x_t, x_t-1, x_t-2, etc.), making it an example of an ARDL model. Option A is a regression model with only lagged values of independent variables, while option C has additional variables that are not lagged values. Option D is a simple autoregressive model with an error term.

Which of the Following Is an Example of an Autoregressive