Multiple Choice
The model xt? = α1xt - 1 + et ,t =1,2,…. ,where et is an i.i.d.sequence with zero mean and variance σ2e represents a(n) :
A) moving average process of order one.
B) moving average process of order two.
C) autoregressive process of order one.
D) autoregressive process of order two.
Correct Answer:
Verified
Correct Answer:
Verified
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