Multiple Choice
In order to make reliable forecasts with time series data, all of the following conditions are needed with the exception of
A) coefficients having been estimated precisely.
B) the regression having high explanatory power.
C) the regression being stable.
D) the presence of omitted variable bias.
Correct Answer:
Verified
Correct Answer:
Verified
Q4: Pseudo out of sample forecasting can be
Q5: Time series variables fail to be stationary
Q6: The root mean squared forecast error
Q7: Stationarity means that the<br>A)error terms are not
Q8: The time interval between observations can be
Q10: The first difference of the logarithm of
Q11: The forecast is<br>A)made for some date beyond
Q12: Negative autocorrelation in the change of a
Q13: The Granger Causality Test<br>A)uses the F-statistic to
Q14: The Times Series Regression with Multiple Predictors<br>A)is