Iterations in the Cochrane-Orcutt Method for AR(1)should Be Continued Until $\hat { \rho } = 0 .$

question 29

Multiple Choice

Iterations in the Cochrane-Orcutt method for AR(1) should be continued until

• A) \(\hat { \rho } = 0 .\)
• B) \(\hat { \rho } = \rho .\)
• C) \(\hat { \rho }\) changes by .05 between iterations.
• D) \(\hat { \rho }\) is stable between iterations.

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