Univariate Time Series Modeling and Forecasting Quiz

Multivariate time series models

AutoRegressive Moving Average (ARMA) models

Univariate time series models (correct)

Structural models

$E(y_t) = E(y_{t+m}), \text{ for some } m$

$E(y_t) = \mu, \text{ for some } t$

All variances are the same and all covariances depend on the difference between $t_1$ and $t_2$ (correct)

$E(y_t) = \mu, \text{ for } t = 1,2,\ldots,\infty$

Univariate time series models

AutoRegressive Moving Average (ARMA) models (correct)

Multivariate time series models

Structural models

<p>The probability measure for the sequence ${y_t}$ is the same as that for ${y_{t+m}}$ for all $m$ (D)</p> Signup and view all the answers

<p>When a structural model is inappropriate (D)</p> Signup and view all the answers