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Week 5 Quiz - ARIMA and Q-Statistic
Week 5 Quiz - ARIMA and Q-Statistic
Week 5 Quiz - ARIMA and Q-Statistic
1/1
points
1.
Find the order of the ARIMA process
ARIMA(2,1,3)
ARIMA(3,1,2)
ARIMA(3,0,2)
Correct
Correct! No di erencing needed.
ARIMA(2,0,3)
1/1
points
2.
Rewrite the process (1 + 0.2B)∇Xt = (1 − 0.3B)Zt .
Correct
Correct!
https://www.coursera.org/learn/practical-time-series-analysis/exam/2gyz7/arima-and-q-statistic 1/4
8/5/2018 Practical Time Series Analysis - Home | Coursera
∇ = 1 − B , and thus
(1 + 0.2B)∇ = (1 + 0.2B)(1 − B) = 1 − 0.8B − 0.2B 2 .
ARIMA and Q-statistic 5/5 points (100.00%)
Quiz, 5 questions
Xt = 0.8Xt−1 + 0.2Xt−2 + Zt − 0.3Zt−1
Correct
Correct!
Xt = −0.2Xt−1 + Zt − 0.3Zt
Un-selected is correct
1/1
points
3.
Find the order of the ARIMA process.
ARIMA(1,0,3)
Un-selected is correct
ARIMA(2,1,1)
Correct
Correct!
https://www.coursera.org/learn/practical-time-series-analysis/exam/2gyz7/arima-and-q-statistic 2/4
8/5/2018 Practical Time Series Analysis - Home | Coursera
ARIMA(1,2,1)
ARIMA(3,0,1)
Correct
Correct!
1/1
points
4.
We have some time series whose Q-statistic at lag=4 is calculated, and
corresponding p-value is found: p-value=0.34. What does it mean?
Correct
Correct!
https://www.coursera.org/learn/practical-time-series-analysis/exam/2gyz7/arima-and-q-statistic 3/4
8/5/2018 Practical Time Series Analysis - Home | Coursera
1/1
Correct
Correct!
Correct
Correct!
Un-selected is correct
https://www.coursera.org/learn/practical-time-series-analysis/exam/2gyz7/arima-and-q-statistic 4/4