Linear Time Series Models Flashcards
1
Q
A
2
Q
A
3
Q
rt is weakly stationary if
A
4
Q
A
5
Q
A
6
Q
AR(1)
For all lags greater than 1, the partial autocorrelation…
A
is 0
7
Q
A
8
Q
A
9
Q
A
10
Q
A
11
Q
A
12
Q
A
13
Q
A
14
Q
A
15
Q
AR(1)
Lag k partial auto-correlation
A
0
16
Q
An MA(1) is said to be invertible when
A
It can be represented as an autoregressive model with infinite lags
17
Q
Unconditional mean of an MA(1)
E(rt) =
A
c0
18
Q
MA (1)
Model
A
19
Q
A
20
Q
A
21
Q
A
22
Q
A
23
Q
A
24
Q
A
25
Q
A
26
Q
A
27
Q
A
28
Q
A
29
Q
A
30
Q
A
31
Q
A
32
Q
A
33
Q
A
34
Q
A
35
Q
A
