The J^th Autocorrelation Coefficient Is Defined as
A) B) C)

question 17

Multiple Choice

The j^th autocorrelation coefficient is defined as

• A) \(\frac { \operatorname { cov } \left( Y _ { t } , Y _ { t } - 1 \right) } { \sqrt { \operatorname { var } \left( Y _ { J } \right) \operatorname { var } \left( Y _ { t } - 1 \right) } }\)
• B) \(\frac { \operatorname { cov } \left( Y _ { t } , Y _ { t } - j - 1 \right) } { \sqrt { \operatorname { var } \left( Y _ { t } \right) \operatorname { var } \left( Y _ { t - j } \right) } }\)
• C) \(\frac { \operatorname { cov } \left( Y _ { t } , u _ { t } \right) } { \sqrt { \operatorname { var } \left( Y _ { t } \right) \operatorname { var } \left( u _ { t } \right) } }\)
• D) \(\frac { \operatorname { cov } \left( Y _ { t } , Y _ { t } - j \right) } { \sqrt { \operatorname { var } \left( Y _ { t } \right) \operatorname { var } \left( Y _ { t - j } \right) } }\)

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