The AR(p)model

question 19

Multiple Choice

The AR(p) model

• A)is defined as Y_t = β₀ + β_pY_t-p + u_t.
• B)represents Y_t as a linear function of p of its lagged values.
• C)can be represented as follows: Y_t = β₀ + β₁X_t + β_pY_t-p + u_t.
• D)can be written as Y_t = β₀ + β₁Y_t-1 + u_t-p.

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