A Covariance Stationary Time Series Is Weakly Dependent If

question 1

Multiple Choice

A covariance stationary time series is weakly dependent if:

• A)the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to ∞ as h → 0.
• B)the correlation between the independent variable at time 't' and the dependent variable at time 't + h' goes to 0 as h → ∞.
• C)the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to ∞ as h → 0.
• D)the correlation between the independent variable at time 't' and the independent variable at time 't + h' goes to 0 as h → ∞.

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