Question: QUESTION 14 Based on the following R codes, please choose the correct approximate 95% confidence interval for the intercept. #H Call: ## arima(x = covid,

QUESTION 14 Based on the following R codes, please choose the correct approximate 95% confidence interval for the intercept. #H Call: ## arima(x = covid, order = c(0, 0, 1), method = "ML") Coefficients mal Intercept 0.2 ## S. e. 0.01 sigma 2 estimated as 4: log likelihood = -87, aic = 17 O a. 0.5 + 1.96 x 4 O b. 0.5 + 1.96 x 0.01 O c. 0.5 + 1.96 x 0.01 O d. 0.5 + 1.96 x 14 QUESTION 15 Which of the following tools can be used to check/test whether an observed time series is independent? O a. The augmented Dickey-Fuller (ADF) test. O b. T-tests. O C. The runs test. O d. The Shapiro-Wilk test. QUESTION 16 When overfitting an ARIMA(2,1,2) model to check its validity, we usually consider the following model(s)? O a. ARIMA(1 , 1,2). O b. ARIMA( 2,2,2) C. ARIMA(2,1,1) O d. ARIMA(2,1 ,3). O B. ARIMA(3, 1,2)
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