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Which of the Following Models Is Assumed for a Quarterly

Question 91

Multiple Choice

Which of the following models is assumed for a quarterly time series that seems to grow on average by an increasing amount (or decline by a decreasing amount) and seems to have seasonality?


A) ln(yt) = β0 + β1d1 + β2d2 + β3d3 + β4t + εt
B) yt = β0 + β1d1 + β2d2 + β3d3 + β4t + εt
C) ln(yt) = β0 + β1d1 + β2d2 + β3d3 + β4d4 + β5t + εt
D) yt = β0 + β1d1 + β2d2 + β3d3 + β4d4 + β5t + εt

Correct Answer:

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