Let {(Yt,zt): T = …,2,1,0,1,2,…} Be a Bivariate Time Series

Multiple Choice

Let {(yt,zt) : t = …,2,1,0,1,2,…} be a bivariate time series process.The model: y_t= α + β_oz_t + β₁z_{t - 1} + β₂z_{t - 2} + …..+ u_t,where t = ….. ,-2,-1,0,1,2,……,represents a(n) :

A) moving average model.
B) ARIMA model.
C) finite distributed lag model.
D) infinite distributed lag model.