Multiple Choice
A covariance stationary time series is weakly dependent if:
A) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to ∞ as h → 0.
B) the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h → ∞.
C) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to ∞ as h → 0.
D) the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h → ∞.
Correct Answer:
Verified
Correct Answer:
Verified
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