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The Model Yt = Et + 1et - 1

Question 10

Multiple Choice

The model yt = et + The model y<sub>t</sub> = e<sub>t</sub> + <sub>1</sub>e<sub>t -</sub> <sub>1</sub> + <sub>2</sub>e<sub>t -</sub> <sub>2</sub> , t = 1, 2, ….. , where e<sub>t</sub> is an i.i.d. sequence with zero mean and variance <sup>2</sup>e represents a(n) : A) static model. B) moving average process of order one. C) moving average process of order two. D) autoregressive process of order two. 1et - 1 + The model y<sub>t</sub> = e<sub>t</sub> + <sub>1</sub>e<sub>t -</sub> <sub>1</sub> + <sub>2</sub>e<sub>t -</sub> <sub>2</sub> , t = 1, 2, ….. , where e<sub>t</sub> is an i.i.d. sequence with zero mean and variance <sup>2</sup>e represents a(n) : A) static model. B) moving average process of order one. C) moving average process of order two. D) autoregressive process of order two. 2et - 2 , t = 1, 2, ….. , where et is an i.i.d. sequence with zero mean and variance The model y<sub>t</sub> = e<sub>t</sub> + <sub>1</sub>e<sub>t -</sub> <sub>1</sub> + <sub>2</sub>e<sub>t -</sub> <sub>2</sub> , t = 1, 2, ….. , where e<sub>t</sub> is an i.i.d. sequence with zero mean and variance <sup>2</sup>e represents a(n) : A) static model. B) moving average process of order one. C) moving average process of order two. D) autoregressive process of order two. 2e represents a(n) :


A) static model.
B) moving average process of order one.
C) moving average process of order two.
D) autoregressive process of order two.

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