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Additional Statistical Techniques MCQ

Additional Statistical Techniques MCQ

 

1. Moving Average Model is a time-series model in which X at Time t is predicted not only by an external random variable et at Time t but also by earlier values of that random variable such as et–1 and et–2.

Answer

Correct Answer: True

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2. In time-series modeling, an integrated model is one in which X at Time t is predicted by X at Time t – 1 plus a random error.It is known as:

Answer

Correct Answer: Integrated Model

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3. A model for serial dependence in a time series such that X at Time t is predictable from X at Time t – 1 and possibly X at earlier times such as t – 2 and t – 3. It is called _______________ .

Answer

Correct Answer: Autoregressive Model

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