RMB302Xuất hiện trong 1 đề thi
The model x_t = a_1 x_{t-1} + e_t, t = 1, 2, ... where e_t is an i.i.d. sequence with zero mean and variance σ_e^2 represents a(n):
Các lựa chọn
Amoving average process of order one.
Bmoving average process of order two.
Cautoregressive process of order one.
Dautoregressive process of order two.