# Econometrics-Autoregressive Linear Regression (ISS (Statistical Services) Statistics Paper III): Questions 1 - 6 of 6

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## Question number: 1

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2015

### Describe in Detail

Write down the auto correlation function of order k. For an AR (1) model X _{t} =0.7X _{t-1} +ϵ _{t}, where {ϵ _{t}} is a white noise process. Show that this model can be expressed as a moving average process of infinite order. Check the model of stationary.

### Explanation

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## Question number: 2

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2011

### Describe in Detail

Discuss second order autoregressive series. For this series, obtain complementary function (CF) only.

### Explanation

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## Question number: 3

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2011

### Describe in Detail

Let , - ∞ < t < ∞, where are i, i. d. with and . Show that the process is stationary with correlation.

### Explanation

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## Question number: 4

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2011

### Describe in Detail

For the auto-regressive scheme , show that if e is a random variable and the series is long, then

and hence show that, variance of the generated series may be much greater than that of e itself.

### Explanation

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## Question number: 5

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2012

### Write in Short

Obtain the general solution of first-order auto-regression model.

## Question number: 6

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2013

### Describe in Detail

Obtain the complementary function and particular integral of first order regressive model. Show that** **is a moving average of random elements with weights, ** **

### Explanation

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