If Yt Is I(2), Then A $\Delta ^ { 2 } Y _ { t }$

question 15

Short Answer

If Yt is I(2), then a. $\Delta ^ { 2 } Y _ { t }$ is stationary.
b. $Y _ { t }$ has a unit autoregressive root.
c. $\Delta Y _ { t }$ is stationary.
d. $Y _ { t }$ is stationary.

---

Definitions:

Adjusted R Square

A statistical measure that indicates the proportion of variance in a dependent variable that is predictable from independent variables, adjusted for the number of predictors in the model.

Best-subsets Regression

A statistical method in regression analysis that involves comparing models with different combinations of variables to select the best one.

T-test

A statistical test used to determine if there is a significant difference between the means of two groups, which may be related in certain features.

Regression Line

A straight line in a scatter plot that best represents the relationship between two variables, typically used in linear regression analysis to predict values.