Let {(Y_t, Z_t): T = …, −2,−1, 0, 1, 2

question 22

Multiple Choice

Let {(y_t, z_t) : t = …, −2,−1, 0, 1, 2, …} be a bivariate time series process. The model: y_t = + _0​z_t + ₁z_{t - 1} + ₂z_{t - 2} + ….. + u_t, where t = …..,−2,−1,0,1,2,……, represents a(n) :

• A)moving average model.
• B)ARIMA model.
• C) finite distributed lag model.
• D) infinite distributed lag model.

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