Covariance stationary sequences where Corr(xt + xt+h)
0 as
data-mathml="%3Cmath%20style%3D%22font%2Dfamily%3A%27Times%20New%20Roman%27%22%20xmlns%3D%22http%3A%2F%2Fwww%2Ew3%2Eorg%2F1998%2FMath%2FMathML%22%3E%3Cmstyle%20mathsize%3D%2215px%22%3E%3Cmrow%3E%3Cmi%3Eh%3C%2Fmi%3E%3Cmo%3E%26%238594%3B%3C%2Fmo%3E%3Cmo%3E%26%238734%3B%3C%2Fmo%3E%3C%2Fmrow%3E%3C%2Fmstyle%3E%3C%2Fmath%3E" src="@@PLUGINFILE@@/ppg__cognero__Ch_11_Further_Issues_in_Using_OLS_with_Time_Sries_Data__media__f92c2f56-9b92-4fa5-b54a-6b05ae3d2b74.PNG" style="vertical-align:middle;" />are said to be:
A. ?unit root processes.
B. trend-stationary processes.
C. ?serially uncorrelated.
D. asymptotically uncorrelated.
Answer: D
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