Which of the Following Statements Are True

question 29

Multiple Choice

Which of the following statements are true?
(I) An MA(q) can be expressed as an AR(infinity) if it is invertible
(ii) An AR(p) can be written as an MA(infinity) if it is stationary
(iii) The (unconditional) mean of an ARMA process will depend only on the intercept and on the AR coefficients and not on the MA coefficients
(iv) A random walk series will have zero pacf except at lag 1

• A) (ii) and (iv) only
• B) (i) and (iii) only
• C) (i), (ii), and (iii) only
• D) (i), (ii), (iii), and (iv).

---

Definitions:

Sewage Treatment

The process of removing contaminants from wastewater, primarily from household sewage, to produce an environmentally safe fluid waste stream.

Primary And Secondary

Terms used to distinguish between initial (primary) and subsequent (secondary) stages or categories in various contexts, such as production processes, pollutants, or levels of education.

Sewage Treatment

The process of removing contaminants from wastewater, primarily from household sewage, to produce an effluent that is suitable for discharge or reuse.

Suspended Solids

Particles that are not dissolved in liquid, floating or suspended in water or another liquid.