Multiple Choice
To choose the number of lags in either an autoregression or in a time series regression model with multiple predictors, you can use any of the following test statistics with the exception of the
A) F-statistic.
B) Akaike Information Criterion.
C) Bayes Information Criterion.
D) Augmented Dickey-Fuller test.
Correct Answer:
Verified
Correct Answer:
Verified
Q2: An autoregression is a regression<br>A)of a dependent
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