Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In direct multi-period forecasts, regression coefficients are used directly to make forecasts ʼn periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. C. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. D. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future.
Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In direct multi-period forecasts, regression coefficients are used directly to make forecasts ʼn periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. C. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. D. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future.
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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Transcribed Image Text:Which
of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.)
A. In direct multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future.
B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h.
C. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h.
D. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future.

Transcribed Image Text:The DF-GLS test for a unit root has higher power than the Dickey-Fuller test.
Why should you use a more powerful test?
O A. A more powerful test improves the analyst's ability to distinguish between a unit AR root and a root less than 1.
O B. A more powerful test is more likely to reject the null hypothesis when the null hypothesis is false.
OC. A more powerful test is more efficient.
O D. Both (a) and (b) are true.
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