Question 1

What is the definition of autocorrelation?

Accepted Answer

A)  The data are hierarchically structured 
B)  There is absence of multicollinearity 
C)  The variance of the residuals is unequal over a range of measured values 
D)  The correlation of a series with its own lagged or future values 
A)  The data are hierarchically structured 
B)  There is absence of multicollinearity 
C)  The variance of the residuals is unequal over a range of measured values 
D)  The correlation of a series with its own lagged or future values D

Question 2

A long-term movement in the data (a systematic tendency for a series to either increase or decrease) is called a?

Accepted Answer

A)  Trend 
B)  Cycle 
C)  Seasonality 
D)  Window 
A)  Trend 
B)  Cycle 
C)  Seasonality 
D)  Window A

Question 3

Which statistical test is commonly employed to detect autocorrelation?

Accepted Answer

A)  Cook's D 
B)  Durbin-Watson 
C)  Hausman 
D)  Huber-White 
A)  Cook's D 
B)  Durbin-Watson 
C)  Hausman 
D)  Huber-White B

Question 4

What is a stationary time series?

Accepted Answer

A)  A series where the mean, variance and covariance does not change over time 
B)  A series where the mean, variance and covariance does change over time 
C)  A series where the probability distribution does not change over time 
D)  A series where the probability distribution does change over time 
A)  A series where the mean, variance and covariance does not change over time 
B)  A series where the mean, variance and covariance does change over time 
C)  A series where the probability distribution does not change over time 
D)  A series where the probability distribution does change over time

Question 5

Which model can be used to include multiple time series?

Accepted Answer

A)  Arima model 
B)  Vector autoregression 
C)  Unit root 
D)  Correlogram 
A)  Arima model 
B)  Vector autoregression 
C)  Unit root 
D)  Correlogram

What is the definition of autocorrelation?

A long-term movement in the data (a systematic tendency for a series to either increase or decrease) is called a?

Which statistical test is commonly employed to detect autocorrelation?

What is a stationary time series?

Which model can be used to include multiple time series?

Research and Statistics

Introduction to STATA

Simple Bivariate Regression

Multiple Regression

Dummy-Variable Regression

Interaction/Moderation Effects Using Regression

Linear Regression Assumptions and Diagnostics

Logistic Regression

Survival Analysis

Multilevel Analysis

Panel Data Analysis

Exploratory Factor Analysis

Structural Equation Modelling and Confirmatory Factor Analysis

Advanced Statistical Techniques

Programming and Dynamic Reporting Using STATA

Filters

Exam 12: Time-Series Analysis

What is the definition of autocorrelation?

A long-term movement in the data (a systematic tendency for a series to either increase or decrease) is called a?

Which statistical test is commonly employed to detect autocorrelation?

What is a stationary time series?

Which model can be used to include multiple time series?

Research and Statistics

Introduction to STATA

Simple Bivariate Regression

Multiple Regression

Dummy-Variable Regression

Interaction/Moderation Effects Using Regression

Linear Regression Assumptions and Diagnostics

Logistic Regression

Survival Analysis

Multilevel Analysis

Panel Data Analysis

Exploratory Factor Analysis

Structural Equation Modelling and Confirmatory Factor Analysis

Advanced Statistical Techniques

Programming and Dynamic Reporting Using STATA

Filters