The AR(p) model
A) is defined as $Y _ { t } = \beta _ { 0 } + \beta _ { p } Y _ { t - p } + u _ { t }$
B) represents $Y _ { t }$ as a linear function of p of its lagged values.
C) can be represented as follows: $Y _ { t } = \beta _ { 0 } + \beta _ { 1 } X _ { t } + \beta _ { p } Y _ { t - p } + u _ { t }$
D) can be written as $Y _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t - p }$

Question

The AR(p) model
A) is defined as $Y _ { t } = \beta _ { 0 } + \beta _ { p } Y _ { t - p } + u _ { t }$
B) represents $Y _ { t }$ as a linear function of  p  of its lagged values.
C) can be represented as follows: $Y _ { t } = \beta _ { 0 } + \beta _ { 1 } X _ { t } + \beta _ { p } Y _ { t - p } + u _ { t }$
D) can be written as $Y _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t - p }$

Quizplus · Accepted Answer

The Answer of The AR(p) model
A) is defined as $Y _ { t } = \beta _ { 0 } + \beta _ { p } Y _ { t - p } + u _ { t }$
B) represents $Y _ { t }$ as a linear function of  p  of its lagged values.
C) can be represented as follows: $Y _ { t } = \beta _ { 0 } + \beta _ { 1 } X _ { t } + \beta _ { p } Y _ { t - p } + u _ { t }$
D) can be written as $Y _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t - p }$

The AR(p) Model A) Is Defined As Yt=β0+βpYt−p+utY _ { t } = \beta _ { 0 } + \beta _ { p } Y _ { t - p } + u _ { t }Yt​=β0​+βp​Yt−p​+ut​

The AR(p) Model
A) Is Defined As $Y _ { t } = \beta _ { 0 } + \beta _ { p } Y _ { t - p } + u _ { t }$