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An analyst wants to model quarterly sales data using an autoregressive model. She has found that an AR(1) model with a seasonal lag has significant slope coefficients. She also finds that when a second and third seasonal lag are added to the model, all slope coefficients are significant too. Based on this, the best model to use would most likely be an: A. AR(1) model with no seasonal lags. B. ARCH(1). C. AR(1) model with 3 seasonal lags. |