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The Third Step of the Regression Test for AR(1)is to Estimate

Question 35

Multiple Choice

The third step of the Regression test for AR(1) is to estimate the model


A) et=ρet−1+ute _ { t } = \rho e _ { t - 1 } + u _ { t }
B) et−1=ρet+ute _ { t - 1 } = \rho e _ { t } + u _ { t }
C) et=ρ1et−1+ρ2et−2+ute _ { t } = \rho _ { 1 } e _ { t - 1 } + \rho _ { 2 } e _ { t - 2 } + u _ { t }
D) yt=ρxt+uty _ { t } = \rho x _ { t } + u _ { t }

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