1.Which of the following models utilizes a differenced series to induce a statio

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Question

1.Which of the following models utilizes a differenced series to induce a stationary series?

ARIMA(1,0,1)

ARIMA(1,0,0)

ARIMA(1,0,2)

ARIMA(0,0,1)

ARIMA( 1,1,1)

2. In the model selection process for arima-type models, the ultimate goal is to find an underlying model that?

Explains the dependent variable

leads to non-random errors

produces a model with white noise of estimated errors

models the nonlinear componets in a time series

none of the above

3. What are the shortcoming of the box-jenkin models?

They ignore casual variables

they use regression analysis in non standard ways

they evaluate forecast accuracy different from regression models

they are difficult to model

all of the above

1.Which of the following models utilizes a differenced series to induce a stationary series?

ans ) ARIMA(0,0,1)

2 )ans produces a model with white noise of estimated errors

3 ans) they evaluate forecast accuracy different from regression models

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