150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án (Phần 5)

Which of the following conditions must hold for the autoregressive part of an ARMA model to be stationary?

9/20

Which of the following conditions must hold for the autoregressive part of an ARMA model to be stationary?

All roots of the characteristic equation must lie outside the unit circle

All roots of the characteristic equation must lie inside the unit circle

All roots must be smaller than unity

At least one of the roots must be bigger than one in absolute value

Giải thích

Chọn đáp án: A