Which assumption is most likely to be violated with times series data: A)E(e_t)=0 B)var (e_t)=$\sigma$² C)cov(e_t,e_s)=0,t≠s D)e_t N(0,$\sigma$²)

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The assumption most likely to be violated with time series data is the assumption of no autocorrelation, which states that the covariances between error terms at different times (t ≠ s) are zero. Time series data often exhibit autocorrelation, meaning past values can be correlated with future values.

Which Assumption Is Most Likely to Be Violated with Times σ\sigmaσ

Which Assumption Is Most Likely to Be Violated with Times $\sigma$