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The Equation U2t = 0 + 1u2t

Question 5

Multiple Choice

The equation u2t = The equation u<sup>2</sup>t <sub> </sub>= <sub>0</sub> + <sub>1</sub>u<sup>2</sup>t <sub>-</sub> <sub>1</sub> + v<sub>t</sub> is an autoregressive model in _____. A) u<sub>t</sub> B) u<sup>2</sup>t C) v<sub>t</sub> D) u<sub>t -</sub> <sub>1</sub> 0 + The equation u<sup>2</sup>t <sub> </sub>= <sub>0</sub> + <sub>1</sub>u<sup>2</sup>t <sub>-</sub> <sub>1</sub> + v<sub>t</sub> is an autoregressive model in _____. A) u<sub>t</sub> B) u<sup>2</sup>t C) v<sub>t</sub> D) u<sub>t -</sub> <sub>1</sub> 1u2t - 1 + vt is an autoregressive model in _____.


A) ut
B) u2t
C) vt
D) ut - 1

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