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ARIMA Models: Instructions

This graded quiz contains 9 multiple choice questions about ARIMA models. The quiz has a time limit of 1 hour and is based on the CSV file GDP_change.csv, which contains GDP and year data. The questions cover topics like the value of the autocorrelation and partial autocorrelation functions at different lags, appropriate ARIMA models based on ACF/PACF patterns, and testing whether GDP data is stationary.

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ARUNKUMAR S
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3K views3 pages

ARIMA Models: Instructions

This graded quiz contains 9 multiple choice questions about ARIMA models. The quiz has a time limit of 1 hour and is based on the CSV file GDP_change.csv, which contains GDP and year data. The questions cover topics like the value of the autocorrelation and partial autocorrelation functions at different lags, appropriate ARIMA models based on ACF/PACF patterns, and testing whether GDP data is stationary.

Uploaded by

ARUNKUMAR S
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ARIMA Models

Type
:
Graded Quiz

Attempts
:
1/1
Questions

:
9
Time
:
1h
Due Date
:
Feb 13, 11:59 PM

Your Score
:

Instructions
Dear Participants,
This is a graded quiz with 9 multiple-choice questions.

The time limit is 60 Mins.


For Dataset-based questions, use the following '.csv' file GDP_change.csv, and the data
columns inside this file are 'GDP' (which denotes the change in GDP) and 'Year' (corresponding
years for the 'GDP' column).

Q No: 1
What is the value of the autocorrelation function of lag order 0?

Above 0.95

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1
You Selected

Q No: 2
What is the value of partial autocorrelation function of lag order 1?

Equal to the autocorrelation of lag order 1

Q No: 3
If the ACF is seen to be non-significant after lag 2, then an appropriate model will be

MA(2) or ARIMA (0,0,2)

ARIMA(2,2,2)

AR(2) or ARIMA (2,0,0)


You Selected
ACF order determines the number of terms of MA
Q No: 4
A non-stationary time series with no significant ACF or PACF may be modelled by

ARIMA (0, 0, 0)

ARIMA (1, 1, 1)

ARIMA (0, k, 0), where k is the order of differencing to make the series stationary

This study source was downloaded by 100000843446534 from CourseHero.com on 08-21-2022 04:55:22 GMT -05:00

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ARIMA (0, 1, 0)
AR and MA terms will be 0

Q No: 5
Incorrect Answer

'GDP' as a yearly Time Series data is not a stationary Time Series at = 0.05 using the
Augmented Dickey-Fuller (ADF) test.
Note: Please use the data set mentioned in the instruction for this question.

True
You Selected

False

This study source was downloaded by 100000843446534 from CourseHero.com on 08-21-2022 04:55:22 GMT -05:00

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