In an autoregressive forecasting model, the independent variable(s)is (are)______.
A)time-lagged values of the dependent variable
B)first-order differences of the dependent variable
C)second-order, or higher, differences of the dependent variable
D)first-order quotients of the dependent variable
E)time-lagged values of the independent variable

Question

Quizplus · Accepted Answer

In an autoregressive model, the independent variables are the time-lagged values of the dependent variable itself.

In an Autoregressive Forecasting Model, the Independent Variable(s)is (Are)______