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Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In direct multi-period forecasts, regression coefficients are used directly to make forecasts ʼn periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. C. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. D. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future.

Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In direct multi-period forecasts, regression coefficients are used directly to make forecasts ʼn periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. C. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. D. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future.

Calculus For The Life Sciences
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 4E
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Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In direct multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. C. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. D. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future.
Transcribed Image Text:Which of the following statements correctly describe iterated and direct multi period forecasting, respectively? (Check all that apply.) A. In direct multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future. B. In direct multi-period forecasts, regression coefficients are used directly to make forecasts for the horizon h. C. In iterated multi-period forecasts, one-step ahead forecasts are used as intermediary steps to make forecasts for the horizon h. D. In iterated multi-period forecasts, regression coefficients are used directly to make forecasts h periods into the future.
The DF-GLS test for a unit root has higher power than the Dickey-Fuller test. Why should you use a more powerful test? O A. A more powerful test improves the analyst's ability to distinguish between a unit AR root and a root less than 1. O B. A more powerful test is more likely to reject the null hypothesis when the null hypothesis is false. OC. A more powerful test is more efficient. O D. Both (a) and (b) are true.
Transcribed Image Text:The DF-GLS test for a unit root has higher power than the Dickey-Fuller test. Why should you use a more powerful test? O A. A more powerful test improves the analyst's ability to distinguish between a unit AR root and a root less than 1. O B. A more powerful test is more likely to reject the null hypothesis when the null hypothesis is false. OC. A more powerful test is more efficient. O D. Both (a) and (b) are true.
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