# Quiz

Quiz yourself on ARIMA models.

ARIMA models

1

An MA($1$) process, $y_t$, is the weighted sum of the present realization of some white noise process plus its realization in the previous time step. Why is the autocovariance of the MA($1$), $\gamma_j$, equal to 0 for $j > 1$?

A)

$y_t$ is, by definition, not integrated.

B)

None of the components of $y_t$ is correlated with any shocks that happened more than one time step ago.

C)

$\gamma_j$ can, in fact, be non-zero for $j > 1$.

D)

The unconditional mean and variance from the present time period are different from two time periods ago.

Question 1 of 100 attempted

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