Solved

The Model Xt = 1xt - 1 + Et

Question 14

Multiple Choice

The model xt = The model x<sub>t</sub> =   <sub>1</sub>x<sub>t -</sub> <sub>1 </sub>+ e<sub>t</sub>, t =1,2,…. , where e<sub>t</sub> is an i.i.d. sequence with zero mean and variance   <sup>2</sup>e represents a(n) : A) moving average process of order one. B) moving average process of order two. C) autoregressive process of order one. D) autoregressive process of order two. 1xt - 1 + et, t =1,2,…. , where et is an i.i.d. sequence with zero mean and variance The model x<sub>t</sub> =   <sub>1</sub>x<sub>t -</sub> <sub>1 </sub>+ e<sub>t</sub>, t =1,2,…. , where e<sub>t</sub> is an i.i.d. sequence with zero mean and variance   <sup>2</sup>e represents a(n) : A) moving average process of order one. B) moving average process of order two. C) autoregressive process of order one. D) autoregressive process of order two. 2e represents a(n) :


A) moving average process of order one.
B) moving average process of order two.
C) autoregressive process of order one.
D) autoregressive process of order two.

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Unlock this Answer For Free Now!

View this answer and more for free by performing one of the following actions

qr-code

Scan the QR code to install the App and get 2 free unlocks

upload documents

Unlock quizzes for free by uploading documents