An AR(1,6)process Is Written as
A) $\varepsilon _ { t } = \rho \varepsilon _ { t - 1 } + u _ { t }$

question 31

Multiple Choice

An AR(1,6) process is written as

• A) \(\varepsilon _ { t } = \rho \varepsilon _ { t - 1 } + u _ { t }\)
• B) \(\varepsilon _ { t } = \rho \varepsilon _ { t - 6 } + u _ { i }\)
• C) \(\varepsilon _ { t } = \rho _ { 1 } \varepsilon _ { t - 1 } + \rho _ { 2 } \varepsilon _ { t - 2 } + u _ { t }\)
• D) \(\varepsilon _ { t } = \rho _ { 1 } \varepsilon _ { t - 1 } + \rho _ { 6 } \varepsilon _ { t - 6 } + u _ { t }\)