If a process is said to be integrated of order one, or I(1) , _____.
A) it is stationary at level
B) averages of such processes already satisfy the standard limit theorems
C) the first difference of the process is weakly dependent
D) it does not have a unit root
Correct Answer:
Verified
Q1: Which of the following is a strong
Q3: A stochastic process {xt: t = 1,2,….}
Q4: A process is stationary if:
A)any collection of
Q5: Consider the model: yt =
Q6: Which of the following statements is true
Q7: Covariance stationarity focuses only on the first
Q8: In the model yt =
Q9: The model yt = yt - 1
Q10: Which of the following statements is true?
A)A
Q11: Suppose ut is the error term for
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