When a Series Is Stationary, Weakly Dependent, and Has Serial

question 18

Multiple Choice

When a series is stationary, weakly dependent, and has serial correlation:

• A)the adjusted R² is inconsistent, while R² is a consistent estimator of the population parameter.
• B)the adjusted R² is consistent, while R² is an inconsistent estimator of the population parameter.
• C)both the adjusted R² and R² are inconsistent estimators of the population parameter.
• D)both the adjusted R² and R² are consistent estimators of the population parameter.

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