When a time series is analyzed by the model y_t = T_t × S_t × I_t and the trend component T_t is set to be the centered moving average _t, which of the following remains to be estimated? A) S_t × I_t _B)T_t × S_t _C)T_t × I_t _D)S_t/ I_t

Question

Quizplus · Accepted Answer

Once the trend component TS1U1B1tS1U1B0 is set to be the centered moving average 11ea8309_a9bd_6f7f_b223_a351f2c2bb9a_TB6618_11S1U1B1tS1U1B0, it is no longer a parameter to be estimated. The remaining parameters that need to be estimated are the seasonal component SS1U1B1tS1U1B0 and the irregular component IS1U1B1tS1U1B0, which are combined with the trend component in the model equation. Thus, the answer is A: SS1U1B1tS1U1B0 × IS1U1B1tS1U1B0 S1U1B1.

When a Time Series Is Analyzed by the Model Yt

When a Time Series Is Analyzed by the Model Y_t