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MA(q) process only has memory of length q. This means that all of the autocorrelation coefficients will have a value of zero beyond lag q. This can be seen by examining the MA equation, and seeing that only the past q disturbance terms enter into the equation, so that if we iterate this equation forward through time by more than q periods, the current value of the disturbance term will no longer affect y. Finally, since the autocorrelation function at lag zero is the correlation of y at time t with y at time t (i.e. the correlation of y_t with itself), it must be one by definition.
An increase in the price of a product will result in which of the following?
What does a Free Trade Policy typically involve?
_______ is a banknote, of which a portion is missing, or which is composed of more than two pieces.
Which statement correctly describes "fiat money"?
What does 'SLR' stand for in economic terms?
Recently Mastercard has appointed who among the following as its Brand Ambassador/Ambassadors ?
The Census 2011 was conducted in two phases. Which are these two phases?
i. House listing
ii. Population enumeration
iii. ...
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What is the definition of "inflation" in economic terms?