Let {(yt, zt) : t = …, −2,−1, 0, 1, 2, …} be a bivariate time series process. The model: yt =
+
0zt +
1zt - 1 +
2zt - 2 + ….. + ut, 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.
Correct Answer:
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