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a. A first-order autoregressive time series is stationary if -1 < r1 <1, where r1 is first-order autocorrelation coefficient. (True/False)? b. An MA model of
a. A first-order autoregressive time series is stationary if -1 < r1 <1, where r1 is first-order autocorrelation coefficient. (True/False)? b. An MA model of order 1 can always be written as an AR model of infinite order (True/False)? c. An AR(p) can always be written as an MA model of infinite order. (True/False)? give correct answer with small explanation
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Microeconomics
Authors: Austan Goolsbee, Steven Levitt, Chad Syverson
2nd edition
1464187029, 978-1464189104, 1464189102, 978-0716759751, 716759756, 978-1464187025
