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leadcfa

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tT
发表于 2013-4-2 12:58 | 只看该作者

Qbank #86575 - Seasonally Adjusted Models

following, adjusted
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) +

 

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profil

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发表于 2013-4-2 12:59 | 只看该作者
It could be a monthly lagged model.

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rohitdoshi

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发表于 2013-4-2 13:01 | 只看该作者
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.

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dreampak

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发表于 2013-4-2 13:02 | 只看该作者
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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