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标题: Qbank #86575 - Seasonally Adjusted Models [打印本页]

作者: leadcfa    时间: 2013-4-2 12:58     标题: Qbank #86575 - Seasonally Adjusted Models

Which of the following is a seasonally adjusted model?
A) (Salest - Sales t-1)= b0 + b1 (Sales t-1 - Sales t-2) + b2 (Sales t-4 - Sales t-5) +
作者: profil    时间: 2013-4-2 12:59

It could be a monthly lagged model.
作者: rohitdoshi    时间: 2013-4-2 13:01

hahaha i felt the same way when I hit this problem.. I was wondering if anyone would point it out. I was like “couldn’t you argue B is a lagged model as well?”
i wonder if someone else could enlighten this.
作者: dreampak    时间: 2013-4-2 13:02

The question asked for an adjusted model, adjustments usually entail using a lagged term of some period to correct an observed effect, as seasonal in this case. B and C are simple lagged models. A adjusts t-1 and and 1-4 lags.




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