Which of the Following Statements Are True Concerning Time-Series Forecasting

Multiple Choice

Which of the following statements are true concerning time-series forecasting?
(I) All time-series forecasting methods are essentially extrapolative.
(ii) Forecasting models are prone to perform poorly following a structural break in a series.
(iii) Forecasting accuracy often declines with prediction horizon.
(iv) The mean squared errors of forecasts are usually very highly correlated with the profitability of employing those forecasts in a trading strategy.

A) (i) , (ii) , (iii) , and (iv)
B) (i) , (ii) and (iii) only
C) (ii) , (iii) only
D) (ii) and (iv) only