When a series is stationary, weakly dependent, and has serial correlation: A)the adjusted R² is inconsistent, while R² is a consistent estimator of the population parameter. B)the adjusted R² is consistent, while R² is an inconsistent estimator of the population parameter. C)both the adjusted R² and R² are inconsistent estimators of the population parameter. D)both the adjusted R² and R² are consistent estimators of the population parameter.

Question

Quizplus · Accepted Answer

When a series is stationary and weakly dependent, both R² and adjusted R² are consistent estimators of the population parameter.

When a Series Is Stationary, Weakly Dependent, and Has Serial