Question 1

The unit root test is basically used for identifying

1. Accuracy of forecast
2. Stationary Data
3. Both of the Above
4. None of the Above

Question 2

ARIMA function uses which of these as a measure of improved model on the time series data?

1. AIC
2. BIC
3. Both of the Above
4. None of the Above

Question 3

Which of these models would you use for Stock predictions?

1. ARIMA
2. VAR
3. Moving Average
4. None of the Above

Question 4

Which of these models would you use for Stock predictions?

1. ARIMA
2. ARCH
3. Moving Average
4. None of the Above

Question 5

Which of these models would you use for Stock predictions?

1. GARCH
2. ARIMA
3. Moving Average
4. None of the Above
Question 6

Do time series model hold the assumptions of linear regression as valid?

1. True
2. False
3. Can’t say
4. None of the Above

Question 7

The auto regressive moving average model of time series uses

1. The error term, the lag term and the shock term
2. The error term and lag term only
3. The lag term and shock term only
4. The error term and the shock term only

Question 8

Which of the series type in time series has a constant variance with respect to time?

1. Stationary series
2. Non Stationary series
3. Both of the above
4. None of the above

Answer Key

1) 2
2) 1
3) 2
4) 2
5) 1
6) 2
7) 1
8) 1