Using the ADL(1,1)regression Yt = β0 + β1Yt-1

question 4

Multiple Choice

Using the ADL(1,1) regression Yt = β0 + β1Yt-1 + Xt-1 + ut,the ARCH model for the regression error assumes that ut is normally distributed with mean zero and variance ,where

• A) = α0 + α1 + α2 + ...+ αp .
• B) = + ...+ + φ1 + ...+ φq .
• C) = φ1 + ...+ φq .
• D) = α0 + α1 + ...+ αp + φ1 + ...+ φq .

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Precambrian

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A system of chronological dating that relates geological strata to time, used by geologists, paleontologists, and other Earth scientists to describe the timing and relationships of events in geologic history.

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