Linear Time Series Models

Question 1

Answer 1

Question 2

Answer 2

Question 3

r_t is weakly stationary if

Answer 3

Question 4

Answer 4

Question 5

Answer 5

Question 6

AR(1)

For all lags greater than 1, the partial autocorrelation…

Answer 6

is 0

Question 7

Answer 7

Question 8

Answer 8

Question 9

Answer 9

Question 10

Answer 10

Question 11

Answer 11

Question 12

Answer 12

Question 13

Answer 13

Question 14

Answer 14

Question 15

AR(1)

Lag k partial auto-correlation

Answer 15

0

Question 16

An MA(1) is said to be invertible when

Answer 16

It can be represented as an autoregressive model with infinite lags

Question 17

Unconditional mean of an MA(1)

E(r_t) =

Answer 17

c₀

Question 18

MA (1)

Model

Answer 18

Question 19

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Question 20

Answer 20

Question 21

Answer 21

Question 22

Answer 22

Question 23

Answer 23

Question 24

Answer 24

Question 25

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Question 26

Answer 26

Question 27

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Question 28

Answer 28

Question 29

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Question 30

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Question 31

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Question 32

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Question 33

Answer 33

Question 34

Answer 34

Question 35

Answer 35