微信扫一扫
实时资讯全掌握
|
Which of the following statements regarding covariance stationarity is CORRECT? A. A time series that is covariance stationary may have residuals whose mean changes over time. B. The estimation results of a time series that is not covariance stationary are meaningless. C. A time series may be both covariance stationary and have heteroskedastic residuals. |