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Which of the Following Statements Are True

Question 3

Multiple Choice

Which of the following statements are true?
(I) An MA(q) can be expressed as an AR(infinity) if it is invertible
(ii) An AR(p) can be written as an MA(infinity) if it is stationary
(iii) The (unconditional) mean of an ARMA process will depend only on the intercept and on the AR coefficients and not on the MA coefficients
(iv) A random walk series will have zero pacf except at lag 1


A) (ii) and (iv) only
B) (i) and (iii) only
C) (i) , (ii) , and (iii) only
D) (i) , (ii) , (iii) , and (iv) .

Correct Answer:

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