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  2. Topic
    Business
  3. Study Set
    Introductory Econometrics for Finance
  4. Exam
    Exam 7: Multivariate Models
  5. Question
    Consider the Following Picture and Suggest the Model from the Following
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Consider the Following Picture and Suggest the Model from the Following

Question 14

Question 14

Multiple Choice

Consider the following picture and suggest the model from the following list that best characterises the process: Consider the following picture and suggest the model from the following list that best characterises the process:   A)  An AR(1)  B)  An AR(2)  C)  An ARMA(1,1)  D)  An MA(3)


A) An AR(1)
B) An AR(2)
C) An ARMA(1,1)
D) An MA(3)

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