Let {(y_t, z_t): t = …, −2,−1, 0, 1, 2, …} be a bivariate time series process. The model: y_t = + ₀z_t + ₁z_{t -} ₁ + ₂z_{t -} ₂ + ….. + u_t, where t = …..,−2,−1,0,1,2,……, represents a(n): A)moving average model. B)ARIMA model. C) finite distributed lag model. D) infinite distributed lag model.

Question

Quizplus · Accepted Answer

The model: y_t = 11eab06d_2538_1e4f_beed_cfcc719adab7_TB2133_11 + 11eab06d_2538_1e50_beed_b97031d0e7a6_TB2133_11 _0u200bz_t + 11eab06d_2538_4561_beed_936ec6693568_TB2133_11 ₁z_{t -} ₁ + 11eab06d_2538_4562_beed_a7465160dfd8_TB2133_11 ₂z_{t -} ₂ + ….. + u_t, where t = 0,1,2,……, represents an infinite distributed lag model relating y_t to all current and past values of z.

Let {(Yt, Zt): T = …, −2,−1, 0, 1, 2

Let {(Y_t, Z_t): T = …, −2,−1, 0, 1, 2