Consider a Series That Follows an MA(1) with Zero Mean

question 24

Multiple Choice

Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What is the value of the autocorrelation function at lag 1?

• A) 0.4
• B) 1
• C) 0.34
• D) It is not possible to determine the value of the autocovariances without knowing the disturbance variance.

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Definitions:

Sexual Orientation

A person's emotional, romantic, or sexual attraction to others, typically categorized by the gender(s) to which they are attracted.

Conceptually Independent

Describes the state of being free from influence or control by another concept, idea, or factor.

Heteronormativity

The belief or assumption that heterosexual relationships are the norm or default sexual orientation, which can marginalize and exclude non-heterosexual behaviors and identities.

Gender Neutral

Not specific to any gender; inclusive of all genders or not categorized by gender at all.