Multiple Choice
An autoregression is a regression
A) of a dependent variable on lags of regressors.
B) that allows for the errors to be correlated.
C) model that relates a time series variable to its past values.
D) to predict sales in a certain industry.
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q1: To choose the number of lags in
Q3: Autoregressive distributed lag models include<br>A)current and lagged
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
Q9: In order to make reliable forecasts with
Q10: The first difference of the logarithm of
Q11: The forecast is<br>A)made for some date beyond