Which of the Following Is an AR(3)model?
A)y_t = $\delta$ $\theta$

Multiple Choice

Which of the following is an AR(3) model?

A) y_t = $\delta$ + $\theta$ ₁y_t-1+ $\theta$ ₂y_t-2 + $\theta$ ₃y_t-3 + $\delta$ ₀x_t + $\delta$ ₁x_t-1+ $\delta$ ₂x_t-2+ $\delta$ ₃x_t-3 + v_t
B) y_t = $\delta$ + $\theta$ ₁y_t-1+ $\delta$ ₀x_t + $\delta$ ₁x_t-1+ $\delta$ ₂x_t-2+ $\delta$ ₃x_t-3 + v_t
C) y_t = $\delta$ + $\theta$ ₁y_t-1+ $\theta$ ₂y_t-2 + $\theta$ ₃y_t-3 + $\delta$ ₀x_t + $\delta$ ₁x_t-1+ v_t
D) y_t = $\delta$ + $\theta$ ₁y_t-1+ $\theta$ ₂y_t-2 + $\theta$ ₃y_t-3 + v_t