ARIMA (p, 0, 0) =

• A) ARMA (p, q)
• B) MA (q)
• C) Random Walk
• D) AR (p)

Mixture of AR and MA is called:

• A) ARMA process
• B) MA process but not AR process
• C) All of these
• D) AR process but not MA process

ARIMA model parameters are estimated by minimizing:

• A) number of parameters
• B) sum of square of fitted errors
• C) standard errors
• D) number of data size

The initial selection of an MA model is based on the:

• A) Examination of a plot of the time series
• B) Examination of the auto-correlation
• C) Examination of the partial-autocorrelation
• D) All of these

In comparison to AIC, BIC imposes--------- penalties on the number of estimated parameters of the model.

• A) greater
• B) less
• C)
• D)

The mixture of AR and MA process is called:

• A) ARMA
• B) AR
• C) MA
• D) ARIMA

In estimation of MA parameters, the value of $\theta$ will be considered LSE if it is:

• A) minimum
• B) maximum
• C)
• D)

ARIMA (0, 0, q) =

• A) ARMA (p, q)
• B) AR (p)
• C) MA (q)
• D) Random Walk

There is a duality between the process:

• A) All of these
• B) MA and AR
• C) Random walk and MA
• D) Random walk and AR

For a MA process, if $\left| B \right| = 3.0$ then process will called:

• A) Not Invertible
• B) Invertible
• C)
• D)

The aim of model identification in the ARIMA model is to provide an estimate of:

• A) d
• B) q
• C) all of these
• D) p

If MA(1) process is given as ${y_t} = {z_t} + 0.5{z_{t - 1}}$then mean will be equal to:

• A) 0
• B) 1
• C) 0.5
• D) 0.25

If ACVF for a MA process is given as ${\gamma _0} = 5\,\,and\,\,{\gamma _1} = 2$ then ACF ${\rho _0}$ will be equal to:

• A) 5
• B) 1
• C) 0
• D) 2

Random Walk process is:

• A) Stationary
• B) Not-Stationary
• C)
• D)

The rate of decay depends on:

• A) Time
• B) Lag
• C) Series
• D) Parameters of time MA and AR

The series of the first difference wt (wt= yt-yt-1) of an infinite order MA process have:

• A) MA process with infinite order
• B) MA process with order 1
• C)
• D)

Identification methods are called:

• A) rough procedures
• B) mathematical procedures
• C)
• D)

If ACVF for a MA process is given as ${\gamma _0} = 5\,\,and\,\,{\gamma _1} = 2$ then ACF ${\rho _1}$will be equal to:

• A) 2.5
• B) 0.4
• C)
• D)

The series of the first difference wt (wt= yt-yt-1) of an infinite order MA process will be:

• A) Not stationary
• B) Stationary
• C)
• D)

A stationary AR process is always:

• A) Reversible
• B) Invertible
• C)
• D)