Yt = 8 + 01Yt-1 + + OpYt-p+Soxt + 81Xt−1 + Which statement is incorrect about the above model? Select one: O a. The error term e, is a stationary and weakly depedent time series It can be used for the purpose of testing for Granger-causality O b. O c. It is an ARDL model of order p and q Od. The model may be used for the purpose of forecasting +8qXt-q + et

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Yt = 8 + 0₁Yt-1 + ... + OpYt-p+Soxt +§₁xt-1 + ... + Sqït_q + ¤t
et
Which statement is incorrect about the above model?
Select one:
a. The error term e, is a stationary and weakly depedent time series
O b. It can be used for the purpose of testing for Granger-causality
O c. It is an ARDL model of order p and q
O d. The model may be used for the purpose of forecasting
Transcribed Image Text:Yt = 8 + 0₁Yt-1 + ... + OpYt-p+Soxt +§₁xt-1 + ... + Sqït_q + ¤t et Which statement is incorrect about the above model? Select one: a. The error term e, is a stationary and weakly depedent time series O b. It can be used for the purpose of testing for Granger-causality O c. It is an ARDL model of order p and q O d. The model may be used for the purpose of forecasting
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