Time Series Analysis Multiple Choice Questions and Answers | Time Series Analysis MCQs Quiz

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Questions
1 In autoregressive models _______ ?
A Current value of dependent variable is influenced by current values of independent variables
B Current value of dependent variable is influenced by current and past values of independent variables
C Current value of dependent variable is influenced by past values of both dependent and independent variables
D None of the above

Answer:Current value of dependent variable is influenced by past values of both dependent and independent variables
2 Which of the following is true for white noise?
A Mean =0
B Zero autocovariances
C Zero autocovariances except at lag zero
D Quadratic Variance

Answer:Zero autocovariances except at lag zero
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3 For the following MA (3) process yt = μ + Εt + θ1Εt-1 + θ2Εt-2 + θ3Εt-3 , where σt is a zero mean white noise process with variance σ2
A ACF = 0 at lag 3
B ACF =0 at lag 5
C ACF =1 at lag 1
D ACF =0 at lag 2

Answer:ACF =0 at lag 5
4 The pacf (partial autocorrelation function) is necessary for distinguishing between ______ ?
A An AR and MA model is_solution: False
B An AR and an ARMA is_solution: True
C An MA and an ARMA is_solution: False
D Different models from within the ARMA family

Answer:An AR and an ARMA is_solution: True
5 Second differencing in time series can help to eliminate which trend?
A Quadratic Trend
B Linear Trend
C Both A & B
D None of the above

Answer:Quadratic Trend
6 Which of the following cross validation techniques is better suited for time series data?
A k-Fold Cross Validation
B Leave-one-out Cross Validation
C Stratified Shuffle Split Cross Validation
D Forward Chaining Cross Validation

Answer:Forward Chaining Cross Validation
7 Find 95% prediction intervals for the predictions of temperature in 1999.

These results summarize the fit of a simple exponential smooth to the time series.

A 0.3297 2 * 0.1125
B 0.3297 2 * 0.121
C 0.3297 2 * 0.129n
D 0.3297 2 * 0.22

Answer:0.3297 2 * 0.121
8 Which of the following statement is correct?

1. If autoregressive parameter (p) in an ARIMA model is 1, it means that there is no auto-correlation in the series.

2. If moving average component (q) in an ARIMA model is 1, it means that there is auto-correlation in the series with lag 1.

3. If integrated component (d) in an ARIMA model is 0, it means that the series is not stationary.

A Only 1
B Both 1 and 2
C Only 2
D All of the statements

Answer:Only 2
9 In a time-series forecasting problem, if the seasonal indices for quarters 1, 2, and 3 are 0.80, 0.90, and 0.95 respectively. What can you say about the seasonal index of quarter 4?
A It will be less than 1
B It will be greater than 1
C It will be equal to 1
D Seasonality does not exist

Answer: It will be greater than 1
10 A common method known as ratio-to-trend analysis used to
A Deseasonalize data
B Take moving average
C Remove multicollinearity
D Represent graphical curve

Answer:Deseasonalize data

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