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A Covariance Stationary Time Series Is Weakly Dependent If

Question 10

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A covariance stationary time series is weakly dependent if:


A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h . as h A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h . 0.
B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h . A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h . .
C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h
A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h .
A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h . .
D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to
A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h . as h
A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h .
A covariance stationary time series is weakly dependent if: A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to as h 0. B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h . C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h . D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to as h . .

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