question archive Multi Choice question 1) True or False
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Multi Choice question
1) True or False. The use of an intercept term 60 has the same effect in sta- tionary and nonstationary ARIMA models. A) True B) False 2. In the acronymn "ARIMA," what does the "I" stand for? A) Independence B) Integrated C) Intraclass D) Irreversible 3. Which of the following processes is stationary? A) An MA(1) process with 0 = -1.6 B) Y = 58.46 + 1.1Y-1 + et C) IMA(1, 1) D) Yt = Bot Bit+ et 4. If {Ye} follows an IMA(1, 1) process, then {VY} follows a(n) ...... process. A) ARI(1,1) B) MA(1) C) IMA(2,1) D) ARIMA (0, 1,2)