Multiple Choice
The first step of the Regression test for the presence of AR(1) is to estimate the model and determine
A) the current period squared residuals.
B) the residuals lagged one period.
C) the current period residuals and the residuals lagged one period.
D) the current period residuals,the residuals lagged one period,and the residuals lagged two periods.
Correct Answer:
Verified
Correct Answer:
Verified
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