The j^th autocorrelation coefficient is defined as A) $\frac { \operatorname { cov } \left( Y _ { t } , Y _ { t } - 1 \right) } { \sqrt { \operatorname { var } \left( Y _ { J } \right) \operatorname { var } \left( Y _ { t } - 1 \right) } }$ B) $\frac { \operatorname { cov } \left( Y _ { t } , Y _ { t } - j - 1 \right) } { \sqrt { \operatorname { var } \left( Y _ { t } \right) \operatorname { var } \left( Y _ { t - j } \right) } }$ C) $\frac { \operatorname { cov } \left( Y _ { t } , u _ { t } \right) } { \sqrt { \operatorname { var } \left( Y _ { t } \right) \operatorname { var } \left( u _ { t } \right) } }$ D) $\frac { \operatorname { cov } \left( Y _ { t } , Y _ { t } - j \right) } { \sqrt { \operatorname { var } \left( Y _ { t } \right) \operatorname { var } \left( Y _ { t - j } \right) } }$

Question

Quizplus · Accepted Answer

The correct formula for the autocorrelation coefficient at lag j involves comparing the covariance of $Y_t$ with $Y_{t-j}$ and normalizing it by the product of the standard deviations of $Y_t$ and $Y_{t-j}$, which is accurately represented in option D.

The Jth Autocorrelation Coefficient Is Defined as A) B) C)

The J^th Autocorrelation Coefficient Is Defined as
A) B) C)