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    Introductory Econometrics
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    Exam 18: Advanced Time Series Topics
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    If F<sub>t</sub> Denotes the Forecast of Y<sub>t+1</sub>made at Time T,then
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If Ft Denotes the Forecast of Yt+1made at Time T,then

Question 15

Question 15

Multiple Choice

If ft denotes the forecast of yt+1made at time t,then the forecast error is given by:


A) et+1 = ft/yt+1.
B) et+1 =yt+1/ft?.
C) et+1 = yt+1+ ft?.
D) et+1= yt+1- ft.

Correct Answer:

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