The null hypothesis to test the significance of quadratic term at the 5 % significance level is:

A second-order autoregressive model for annual average mortgage rate is: Rate i = 0.95 + 1.0(Rate) i-1 – 0.5 (Rate) i-2 If the average mortgage rate in 2023 was 1.35, and in 2022 was 2.0, the forecast for 2025 is

Which of the following interpretations is most likely to be correct based on the insignificance of the price-square term?

Which of the above model/s is NOT acceptable? 

What is the Variance Inflationary Factor (VIF) of X1?

A fifth-order autoregressive model is fitted to a time series with monthly data for 5 years (i.e. sample size n=60). What are the degrees of freedom of the model?

Assume the smoothing coefficient W=0.4. What are the exponentially smoothed values for milk production in January and February of 2023? 

Which of the following statement about moving averages and exponential smoothing is correct?

VIF can be used as a measurement for collinearity. Which of the following is NOT a typical indication of strong collinearity?

Which of the following shows the correct data tabulation?