Question
Help me with the right answers please: Q1 You are trying to fit an AR model to daily stock trading data. However, there are distinct
Help me with the right answers please:
Q1 You are trying to fit an AR model to daily stock trading data. However, there are distinct differences on how trading works on different days of the week. What would be the most appropriate seasonal lag to include in this model?
Group of answer choices
Xt-12
Xt-7
Xt-5
Xt-1
Xt-4
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Introduction to Probability
Authors: Mark Daniel Ward, Ellen Gundlach
1st edition
716771098, 978-1319060893, 1319060897, 978-0716771098
