SHit ill forget Flashcards
1
Q
What is the correlogram of MA(j) for j > 1
A
0
2
Q
What is the correlogram for MA(1)
A
ασ²
3
Q
What is the correlogram for MA(0)
A
σ²(1+α²)
4
Q
What is the FGLS in serial correlation?
A
y˜t = β0 + β1x˜t + vt
Where
y˜t = (1 − ρˆ)yt
x˜t = (1 − ρˆ)xt
5
Q
Who made the serial correlation tests?
A
DURBIN
6
Q
A
