Multiple Choice
The AR(p) model
A) is defined as Yt = β0 + βpYt-p + ut.
B) represents Yt as a linear function of p of its lagged values.
C) can be represented as follows: Yt = β0 + β1Xt + βpYt-p + ut.
D) can be written as Yt = β0 + β1Yt-1 + ut-p.
Correct Answer:
Verified
Correct Answer:
Verified
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