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True, False, Uncertain. Explain your answer. Credit entirely depends on the explanation. Time series models Consider the time series model X, =axtE, s, is an

True, False, Uncertain. Explain your answer. Credit entirely depends on the explanation.

Time series models

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Consider the time series model X, =axtE, s, is an independent, identically distributed sequence E(&, ) = 0 cov (8,, X,_ ) =0 for all k 2 0 5. If @ 21, then * is not second order stationary. 6. If @ =1 there exists a linear transformation of " that is a second order stationary time series. 7. If /equals the projection of * onto , then the variance of the forecast error X+/ * is strictly increasing in J . 8

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