Q6. Is the time series of WPM covariance stationary? A) Yes, because the computed t-statistic for a slope of 1 is significant. B) Yes, because the computed t-statistic for a slope of 1 is not significant. C) No, because the computed t-statistic for a slope of 1 is not significant.
Q7. The above model was specified as a(n): A) Moving Average (MA) Model. B) Autoregressive (AR) Model with a seasonal lag. C) Autoregressive (AR) Model.
Q8. Based upon the information provided, Morris would get more meaningful statistical results by: A) first differencing the data. B) adding more lags to the model. C) doing nothing. No information provided suggests that any of these will improve the specification.
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发表于 2009-1-10 16:23
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