Quiz
Quiz yourself on the properties of time series.
We'll cover the following...
We'll cover the following...
The properties of time series
1.
What is an integrated process of order 1, ?
A.
is another way to refer to a random walk model with drift.
B.
It is a process with a deterministic trend that becomes stationary when we subtract the expected value of the process.
C.
It is a process that can be made stationary by taking first differences.
D.
It is a process that becomes stationary when we subtract its random component.
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