When a Series Is Stationary, Weakly Dependent, and Has Serial

Multiple Choice

When a series is stationary, weakly dependent, and has serial correlation:

A) the adjusted R² is inconsistent, while R² is a consistent estimator of the population parameter.
B) the adjusted R² is consistent, while R² is an inconsistent estimator of the population parameter.
C) both the adjusted R² and R² are inconsistent estimators of the population parameter.
D) both the adjusted R² and R² are consistent estimators of the population parameter.