Which model below has an autocorrelated error term? A)y_t = f(x_t,x_t-1,x_t-2……. ) B)y_t = f(y_t-1,x_t,x_t-1,x_t-2…) C)y_t = f(x_t,x²_t,x³_t) D)y_t = f(x_t)+ g(e_t-1)

Name: Which model below has an autocorrelated error term? A)y t = f(x t ,x t-1 ,x t-2 ……. ) B)y t = f(y t-1 ,x t ,x t-1 ,x t-2 …) C)y t = f(x t ,x 2 t ,x 3 t ) D)y t = f(x t )+ g(e t-1 )
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Question

Quizplus · Accepted Answer

The model in choice D includes a function of the lagged error term (e_t-1), which indicates the presence of autocorrelation in the error term.

Which Model Below Has an Autocorrelated Error Term