Question 1

Which model can be used to include multiple time series?

Accepted Answer

A)   Arima model
B)   Vector autoregression
C)   Unit root
D)   CorrelogramE) None of the above
F) B) and C)

Question 2

Which statistical test is commonly employed to detect autocorrelation?

Accepted Answer

A)   Cook's D
B)   Durbin-Watson
C)   Hausman
D)   Huber-WhiteE) B) and C)
F) C) and D) B

Question 3

What is the definition of autocorrelation?

Accepted Answer

A)   The data are hierarchically structured
B)   There is absence of multicollinearity
C)   The variance of the residuals is unequal over a range of measured values
D)   The correlation of a series with its own lagged or future valuesE) All of the above
F) C) and D) D

Question 4

What is a stationary time series?

Accepted Answer

A)   A series where the mean, variance and covariance does not change over time
B)   A series where the mean, variance and covariance does change over time
C)   A series where the probability distribution does not change over time
D)   A series where the probability distribution does change over timeE) B) and C)
F) None of the above

Question 5

A long-term movement in the data (a systematic tendency for a series to either increase or decrease)  is called a?

Accepted Answer

A)   Trend
B)   Cycle
C)   Seasonality
D)   WindowE) A) and B)
F) A) and C) A

Exam 12: Time-Series Analysis

Which model can be used to include multiple time series?

Correct Answer
verified

Which statistical test is commonly employed to detect autocorrelation?

Correct Answer
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B

What is the definition of autocorrelation?

Correct Answer
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D

What is a stationary time series?

Correct Answer
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A long-term movement in the data (a systematic tendency for a series to either increase or decrease) is called a?

Correct Answer
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A

Exam 12: Time-Series Analysis

Which model can be used to include multiple time series?

Correct AnswerverifiedShow Answer

Which statistical test is commonly employed to detect autocorrelation?

Correct AnswerverifiedB

What is the definition of autocorrelation?

Correct AnswerverifiedD

What is a stationary time series?

Correct AnswerverifiedShow Answer

A long-term movement in the data (a systematic tendency for a series to either increase or decrease) is called a?

Correct AnswerverifiedA

Correct Answer
verified

Correct Answer
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B

Correct Answer
verified
D

Correct Answer
verified

Correct Answer
verified
A