Exam (elaborations)
Time Series Analysis - Midterm 1 | 2024 Questions & Answers | 100% Correct | Verified
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T/F The expected value of a random walk is dependent on time. Note: Make sure you understand what a random walk is! Think of the drunken man. - False. X_t = X_(t-1) + W_t, where W_t ~ Normal(0,V). T/F A moving average process is a linear process. - True. T/F If X_t is a stationary time series, ...
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