Kizspy | Question: 36
(Choose 1 answer)
Which of the following is expressed by Equation?
A. For a time series, yt, centered at zero, a moving average model of order q denoted MA(q)
B. For a stationary time series, yt t=1, 2, 3,..., an autoregressive model of order p, denoted AR(p)
where is a constant for k = 1, 2, ..., q
090
, ~N (0,02) for all t
