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.

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Definitions:

Negative Reactions

Unfavorable responses or feedback to stimuli, events, or actions.

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