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If Yt Is I(2), Then A Δ2Yt\Delta ^ { 2 } Y _ { t }

Question 15

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If Yt is I(2), then a. Δ2Yt\Delta ^ { 2 } Y _ { t } is stationary.
b. YtY _ { t } has a unit autoregressive root.
c. ΔYt\Delta Y _ { t } is stationary.
d. YtY _ { t } is stationary.

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