Question #41
Reading: Reading 2 Time-Series Analysis
PDF File: Reading 2 Time-Series Analysis.pdf
Page: 20
Status: Unattempted
Correct Answer: A
Part of Context Group: Q41-43
First in Group
Shared Context
Question
The WPM model was specified as a(n):
Answer Choices:
A. Moving Average (MA) Model
B. Autoregressive (AR) Model
C. Autoregressive (AR) Model with a seasonal lag
Explanation
The model is specified as an AR Model, but there is no seasonal lag. No moving averages
are employed in the estimation of the model.