Stationary time series X, has utocomelation function p0) 1. p) -05.p) 0,ka2 Which of the following statements displaya the model structure conesponding to series X the best Select one O 2 07 Z O4 X- Z-0.72

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Stationary time series X, has autocorrelation function p,(0) 1. Pa(1) * - 0.5, P.k) 0, ka 2. Which of the following statements displays the model structure
corresponding to series X the best
Select one
O X.0.7 X 2
Ob.
X, Z +0.7 Z1
O. X Z -0.7 42
Od X- Z-0.7 Z41
O. X 0.7 X+ Z
Transcribed Image Text:Stationary time series X, has autocorrelation function p,(0) 1. Pa(1) * - 0.5, P.k) 0, ka 2. Which of the following statements displays the model structure corresponding to series X the best Select one O X.0.7 X 2 Ob. X, Z +0.7 Z1 O. X Z -0.7 42 Od X- Z-0.7 Z41 O. X 0.7 X+ Z
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