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 ∞ as h → 0.
D)the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h → ∞.

Question

Quizplus · Accepted Answer

In a weakly dependent time series, the correlation between values at different times decreases as the time gap increases, meaning it approaches zero as h approaches infinity.

A Covariance Stationary Time Series Is Weakly Dependent If