Which of the following is an AR(3)model? A)y_t = $\delta$+ $\theta$ ₁y_t-1+$\theta$ ₂y_t-2 +$\theta$ ₃y_t-3 + $\delta$₀x_t + $\delta$₁x_t-1+$\delta$₂x_t-2+ $\delta$₃x_t-₃+ v_t B)y_t =$\delta$+ $\theta$ ₁y_t-1+ $\delta$₀x_t + $\delta$₁x_t-1+$\delta$₂x_t-2+ $\delta$₃x_t-₃+ v_t C)y_t = $\delta$+ $\theta$ ₁y_t-1+$\theta$ ₂y_t-2 +$\theta$ ₃y_t-3 + $\delta$₀x_t + $\delta$₁x_t-1+ v_t D)y_t = $\delta$+ $\theta$ ₁y_t-1+$\theta$ ₂y_t-2 +$\theta$ ₃y_t-3 + v_t

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Quizplus · Accepted Answer

An AR(3) model includes terms up to y_t-3 and no other variables. Option D fits this description.

Which of the Following Is an AR(3)model? A)yt = δ\deltaδ θ\thetaθ

Which of the Following Is an AR(3)model?
A)y_t = $\delta$ $\theta$