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Which Model Below Has an Autocorrelated Error Term

Question 24

Multiple Choice

Which model below has an autocorrelated error term?

A) y_t = f(x_t,x_t-1,x_t-2……. )
B) y_t = f(y_t-1,x_t,x_t-1,x_t-2…)
C) y_t = f(x_t,x²_t,x³_t)
D) y_t = f(x_t) + g(e_t-1)

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