Which of the Following Is an AR(3)model?
A)y_t = $\delta$ $\theta$

question 22

Multiple Choice

Which of the following is an AR(3) model?

• A)y_t = \(\delta\)+ \(\theta\) ₁y_t-1+\(\theta\) ₂y_t-2 +\(\theta\) ₃y_t-3 + \(\delta\)₀x_t + \(\delta\)₁x_t-1+\(\delta\)₂x_t-2+ \(\delta\)₃x_t-3 + v_t
• B)y_t =\(\delta\)+ \(\theta\) ₁y_t-1+ \(\delta\)₀x_t + \(\delta\)₁x_t-1+\(\delta\)₂x_t-2+ \(\delta\)₃x_t-3 + v_t
• C)y_t = \(\delta\)+ \(\theta\) ₁y_t-1+\(\theta\) ₂y_t-2 +\(\theta\) ₃y_t-3 + \(\delta\)₀x_t + \(\delta\)₁x_t-1+ v_t
• D)y_t = \(\delta\)+ \(\theta\) ₁y_t-1+\(\theta\) ₂y_t-2 +\(\theta\) ₃y_t-3 + v_t

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Definitions:

Financial Statement

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Normal Balance

The part of an account, whether debit or credit, that is used to log increases in the account's value.

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Recorded Voucher

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