Question #14
Reading: Reading 2 Time-Series Analysis
PDF File: Reading 2 Time-Series Analysis.pdf
Page: 6
Status: Unattempted
Question
Which of the following is a seasonally adjusted model?
Answer Choices:
A. Salest = b1 Sales t-1+ εt
B. (Salest - Sales t-1)= b0 + b1 (Sales t-1 - Sales t-2) + b2 (Sales t-4 - Sales t-5) + εt
C. Salest = b0 + b1 Sales t-1 + b2 Sales t-2 + εt
Explanation
This model is a seasonal AR with first differencing.