, Which of the following processes is stationary? A) An MA(1) process with 0 = -1.6 B) Y, = 58.46 + 1.1Y,-1 + e4 C) IMA(1,1) D) Y, = B + Bịt +

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Chapter1: Functions And Models
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Which of the following processes is stationary?
A) An MA(1) process with 0 = -1.6
B) Y = 58.46 + 1.1Y,-1 + e4
C) IMA(1,1)
D) Y, = + Bịt +e
. If {Y} follows an IM A(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)
Transcribed Image Text:Which of the following processes is stationary? A) An MA(1) process with 0 = -1.6 B) Y = 58.46 + 1.1Y,-1 + e4 C) IMA(1,1) D) Y, = + Bịt +e . If {Y} follows an IM A(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)
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