The model xt = 1xt - 1 + et, t =1,2,…. , where et is an i.i.d. sequence with zero mean and variance
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:
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Q9: The model yt = yt - 1
Q10: Which of the following statements is true?
A)A
Q11: Suppose ut is the error term for
Q12: Weakly dependent processes are said to be
Q13: Which of the following statements is true?
A)A
Q15: Unit root processes, such as a random
Q16: Covariance stationary sequences where Corr(xt + xt+h)
Q17: If ut refers to the error term
Q18: Which of the following is assumed in
Q19: The model yt = et +
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