Which of the Following Is the Correct Final Equation for a P

Multiple Choice

Which of the following is the correct final equation for a p transformed model?

A) Y_t = B₀(1- $\rho$ ) +B₁(X_t- $\rho$ X_t-1) + v_t
B) Y_t- $\rho$ Y_t-1 = B₀(1-p) +B₁(X_t- $\rho$ X_t-1) + v_t
C) Y_t- $\rho$ Y_t-1 = B₀ + B₁(X_t- $\rho$ X_t-1) + v_t
D) Y_t- $\rho$ Y_t-1 = B₀(1- $\rho$ ) + B₁X_t + v_t