QUESTION 16 Which of the following statements is correct? a. Weakly dependent processes are said to be integrated of order one, or I(1). b.Unit root processes, such as a random walk (with or without drift) are said to be integrated of order zero, or I(0). c. The first difference of a time series that is I(1) is weakly independent (and often stationary). Thus, when we suspect processes are I(1), we often first difference in order to use them in regression analysis. d.All of the above.

QUESTION 16 Which of the following statements is correct? a. Weakly dependent processes are said to be integrated of order one, or I(1). b.Unit root processes, such as a random walk (with or without drift) are said to be integrated of order zero, or I(0). c. The first difference of a time series that is I(1) is weakly independent (and often stationary). Thus, when we suspect processes are I(1), we often first difference in order to use them in regression analysis. d.All of the above.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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