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The AR(p) Model
A) Is Defined As Yt=β0+βpYtp+utY _ { t } = \beta _ { 0 } + \beta _ { p } Y _ { t - p } + u _ { t }

Question 17

Multiple Choice

The AR(p) model


A) is defined as Yt=β0+βpYtp+utY _ { t } = \beta _ { 0 } + \beta _ { p } Y _ { t - p } + u _ { t }
B) represents YtY _ { t } as a linear function of p of its lagged values.
C) can be represented as follows: Yt=β0+β1Xt+βpYtp+utY _ { t } = \beta _ { 0 } + \beta _ { 1 } X _ { t } + \beta _ { p } Y _ { t - p } + u _ { t }
D) can be written as Yt=β0+β1Yt1+utpY _ { t } = \beta _ { 0 } + \beta _ { 1 } Y _ { t - 1 } + u _ { t - p }

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