Kizspy | Question: 19
(Choose 1 answer)
The model x_t= a_1 x_(t-1)+e_t, t = 1, 2,....where e_t is an i.i.d. sequence with zero mean and variance σ_e^2 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.
