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The Model Xt = 1xt - 1 + Et

question 13

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The model xt = The model x<sub>t</sub> =   <sub>1</sub>x<sub>t -</sub> <sub>1 </sub>+ e<sub>t</sub>, t =1,2,…. , where e<sub>t</sub> is an i.i.d. sequence with zero mean and variance   <sup>2</sup>e represents a(n) : A) moving average process of order one. B) moving average process of order two. C)  autoregressive process of order one. D)  autoregressive process of order two. 1xt - 1 + et, t =1,2,…. , where et is an i.i.d. sequence with zero mean and variance The model x<sub>t</sub> =   <sub>1</sub>x<sub>t -</sub> <sub>1 </sub>+ e<sub>t</sub>, t =1,2,…. , where e<sub>t</sub> is an i.i.d. sequence with zero mean and variance   <sup>2</sup>e represents a(n) : A) moving average process of order one. B) moving average process of order two. C)  autoregressive process of order one. D)  autoregressive process of order two. 2e represents a(n) :

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