Kizspy | Question: 50 (Choose 1 answer)
Which of the following is a characteristic of a moving average process of order q?
A. It captures short-term fluctuations in the time series.
B. It includes lagged forecast errors in the model.
C. It assumes a constant mean and variance over time.
D. It is denoted by MA(p,q), where p represents the order of the autoregressive component.
