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Which of the following is true for AR(p) model A. The lag order p in an AR(p) model can be estimated using the information criterion such as the BIC....
1.Which of the following is true for AR(p) model
A. The lag order p in an AR(p) model can be estimated using the information criterion such as the BIC.
B. The R2 can be used to select the lag order p in an AR(p) model.
C. In an AR(p) model both the R^2 and the information criterion BIC ranges between 0 and 1.
D. An AR(p) model cannot be used for forcasting purpose.
2.Which of teh following is true for OLS estimator
A. If the three least squares assumption hold and if the regression errors are homoskedastic, then, as a result of the Gauss-Markov theorem, the OLS estimator is the Best(most efficient) Linear conditionally Unbiased Estimator.
B. The OLS estimator is derived by connecting the Yi corresponding to the lowest Xi observation with the Yi corresponding to the highest Xi observation.
C. The OLS estimator is derived by minimizing the sum of absolute residuals.
D. The Gauss-Markov theorem said that the OLS estimator is always the Best (most efficient) Linear conditionally Unbiased Estimator.
