Review Quiz 3-02: Properties of an AR(1) Process with a Unit Root (4 questions)
- Due 10 Oct 2018 at 10:15
- Points 4
- Questions 4
- Time limit None
- Allowed attempts Unlimited
Instructions
This quiz reviews the properties of an AR(1) process with a unit root. The content is covered in:
Readings: Lecture Note 5, section 3, p. 7-11 (5 pages).
Review Slides: 03A Non-Stationarity and Unit Root Testing, section 2, slides 10-16 (7 slides).
Remember that you can take the quiz as many times as you want. The score does not count for anything.
If you have any questions or parts you find difficult, you can add a question or comment to this Discussion Forum Post.