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Posted on Oct 10, 2024

You are given the following time-series model: Xt = 0.8Xt1 + 2 + Zt 0.5Zt1. Which of the following statements about this model is false?

A. X(1) = 0.4.

B. X(k) < X(1), k 2.

C. The model is ARMA(1,1).

D. The model is stationary.

E. The mean, X, is 2.

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