The Order of Integration

question 35

Multiple Choice

The order of integration

• A)can never be zero.
• B)is the number of times that the series needs to be differenced for it to be stationary.
• C)is the value of φ1 in the quasi difference(ΔYt - φ1Yt-1).
• D)depends on the number of lags in the VAR specification.

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