Index Numbers & Time Series
9 questions across 1 topic. Also examined in ISS.
Time Series Models
- 174Checking causality and invertibility from the AR and MA characteristic rootsMSET September 2021Time Series ModelsHard
- 173The one-step-ahead AR(1) forecast-error ratio is always strictly positiveMSET December 2020Time Series ModelsHard
- 131AR roots outside the unit circle but the MA root inside: causal, not invertibleMSET January 2018 Paper IIITime Series ModelsMedium
- 132An ACF that cuts off after lag 5 with an unremarkable PACF points to MA(5)MSET January 2018 Paper IIITime Series ModelsMedium
- 133Interpolating an AR(1): both neighbours get weight phi/(1+phi^2)MSET January 2018 Paper IIITime Series ModelsMedium
- 134The "1" in ARIMA(2,1,2) is a unit root of the AR operatorMSET January 2018 Paper IIITime Series ModelsEasy
- 130The AR(2) stationarity triangleMSET April 2017 Paper IIITime Series ModelsMedium
- 131MA(1) with theta and 1/theta: identical autocorrelationsMSET April 2017 Paper IIITime Series ModelsEasy
- 132psi(B)=1-0.3B/1-0.5B and pi(B)=1-0.5B/1-0.3BMSET April 2017 Paper IIITime Series ModelsMedium