Multiple Choice
Which of the following is not a necessary condition for a variable to be stationary?
A) E(yt) =
B) var(yt) = 2
C) cov(yt,yt+s) = cov(yt,yt-s) = s
D) E(yt - yt-1) =
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q1: Which of the following is a common
Q3: What is the null hypothesis of the
Q4: Why should augmented Dickey-Fuller tests always
Q5: What is a spurious regression?<br>A)statistically significant but
Q6: What is the difference between the
Q7: What does it mean for a series
Q8: The minimum number of times a series
Q9: Which non-stationary time series has a constant
Q10: A stochastic process is best described as<br>A)deterministic<br>B)theoretical<br>C)random<br>D)mean
Q11: If series y and z have similar