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DY0-001 · Question #15

Given the following: Which of the following time series models best represents this process?

The correct answer is D. AR(1). The model has a single autoregressive term and only white-noise errors, matching the definition of an AR(1) process.

Modeling, Analysis, and Outcomes

Question

Given the following:

Which of the following time series models best represents this process?

Options

  • AARIMA(1,1,1)
  • BARMA(1,1)
  • CSARIMA(1, 1, 1) x (1, 1, 1)1
  • DAR(1)

How the community answered

(33 responses)
  • A
    6% (2)
  • B
    15% (5)
  • C
    21% (7)
  • D
    58% (19)

Explanation

The model has a single autoregressive term and only white-noise errors, matching the definition of an AR(1) process.

Topics

#time series#AR model#ARIMA#autoregressive process

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