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To Choose the Number of Lags in Either an Autoregression

Question 2

Multiple Choice

To choose the number of lags in either an autoregression or in a time series regression model with multiple predictors, you can use any of the following test statistics with the
Exception of the


A) F-statistic.
B) Akaike Information Criterion.
C) Bayes Information Criterion.
D) Augmented Dickey-Fuller test.

Correct Answer:

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