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The procedure for determining the structure of an autoregressive model is: A. estimate an autoregressive model (for example, an AR(1) model), calculate the autocorrelations for the model's residuals, test whether the autocorrelations are different from zero, and add an AR lag for each significant autocorrelation. B. test autocorrelations of the residuals for a simple trend model, and specify the number of significant lags. C. estimate an autoregressive model (e.g., an AR(1) model), calculate the autocorrelations for the model's residuals, test whether the autocorrelations are different from zero, and revise the model if there are significant autocorrelations. |