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Let {(Yt, Zt): T = …, −2,−1, 0, 1, 2

Question 9

Multiple Choice

Let {(yt, zt) : t = …, −2,−1, 0, 1, 2, …} be a bivariate time series process. The model: yt = Let {(y<sub>t</sub>, z<sub>t</sub>) : t = …, −2,−1, 0, 1, 2, …} be a bivariate time series process. The model: y<sub>t</sub> =   +   <sub>0</sub>z<sub>t</sub> +   <sub>1</sub>z<sub>t -</sub> <sub>1</sub> +   <sub>2</sub>z<sub>t -</sub> <sub>2</sub> + ….. + u<sub>t</sub>, represents a(n) : A) moving average model. B) ARIMA model. C) finite distributed lag model. D) infinite distributed lag model. + Let {(y<sub>t</sub>, z<sub>t</sub>) : t = …, −2,−1, 0, 1, 2, …} be a bivariate time series process. The model: y<sub>t</sub> =   +   <sub>0</sub>z<sub>t</sub> +   <sub>1</sub>z<sub>t -</sub> <sub>1</sub> +   <sub>2</sub>z<sub>t -</sub> <sub>2</sub> + ….. + u<sub>t</sub>, represents a(n) : A) moving average model. B) ARIMA model. C) finite distributed lag model. D) infinite distributed lag model. 0zt + Let {(y<sub>t</sub>, z<sub>t</sub>) : t = …, −2,−1, 0, 1, 2, …} be a bivariate time series process. The model: y<sub>t</sub> =   +   <sub>0</sub>z<sub>t</sub> +   <sub>1</sub>z<sub>t -</sub> <sub>1</sub> +   <sub>2</sub>z<sub>t -</sub> <sub>2</sub> + ….. + u<sub>t</sub>, represents a(n) : A) moving average model. B) ARIMA model. C) finite distributed lag model. D) infinite distributed lag model. 1zt - 1 + Let {(y<sub>t</sub>, z<sub>t</sub>) : t = …, −2,−1, 0, 1, 2, …} be a bivariate time series process. The model: y<sub>t</sub> =   +   <sub>0</sub>z<sub>t</sub> +   <sub>1</sub>z<sub>t -</sub> <sub>1</sub> +   <sub>2</sub>z<sub>t -</sub> <sub>2</sub> + ….. + u<sub>t</sub>, represents a(n) : A) moving average model. B) ARIMA model. C) finite distributed lag model. D) infinite distributed lag model. 2zt - 2 + ….. + ut, represents a(n) :


A) moving average model.
B) ARIMA model.
C) finite distributed lag model.
D) infinite distributed lag model.

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