Match each definition on the left with its mathematical expression on the right. Equation of an AR(3)
Question:
Match each definition on the left with its mathematical expression on the right.
Equation of an AR(3) model
(a) Y10, Y11, Y12, Y13, Y14
(b) b0 + b1 t
(c) b0 + β1 Yt-1 + β 2 Yt-2 + β3 Yt-3
(d) Yt - Yt-1
(e) b0 + b1 Yt-1
(f) 2{1 – corr(et, et-1)}
(g) w St-1 + (1 – w) Yt
(h) corr(et, et-1)
(i) Yt-1
(j) b0 + b1 t + b2 t2 + b3 t3 + b4 t4
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Related Book For
Statistics For Business Decision Making And Analysis
ISBN: 9780134497167
3rd Edition
Authors: Robert A. Stine, Dean Foster
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