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Muntaha Nasir
STATISTICS
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Time Series Analysis
What does 'RMSE' stand for in the context of model evaluation?
A. Root Mean Square Error.
B. Random Mean Square Error.
C. Relative Mean Square Error.
D. Residual Mean Square Error.
Which of the following methods is NOT used for model selection in time series analysis?
Which of the following is a non-parametric method for time series forecasting?
In the context of time series, what does 'heteroscedasticity' refer to?
What is a key difference between ARMA and ARIMA models?
In the context of an AR(p) model, 'p' stands for:
In the context of a time series, what does 'MA' stand for in an ARMA model?
What does the 'Q' in the Box-Jenkins model represent?
What is the purpose of the 'Box-Cox transformation' in time series analysis?
What is the purpose of the KPSS test?
What is the primary goal of seasonal adjustment in time series analysis?
In a GARCH model, what does the conditional variance depend on?
In a time series context, what does 'cointegration' imply?
What is the key difference between an ARIMA and a SARIMA model?
Which type of time series model includes multiple time series variables to capture their interactions?
Which type of plot is useful for identifying the presence of seasonality in a time series?
In a seasonal decomposition, what component represents the repeating patterns at fixed intervals?
Which technique is commonly used to decompose a time series into trend, seasonal, and residual components?
In ARIMA models, what does the 'I' stand for?
Which method would you use to forecast a non-linear time series?
What does 'RMSE' stand for in the context of model evaluation?
When applying a Fourier transform to a time series, what type of analysis are you performing?
What does the term 'backshift operator' refer to in time series analysis?
What is the main purpose of the ADF test in time series analysis?
What does the Ljung-Box test assess in a time series?
In a time series, what does 'differencing' aim to achieve?
In time series forecasting, what is the purpose of using a holdout sample?
What is the role of 'hyperparameter tuning' in time series forecasting?
Which method can be used to decompose a time series into additive components?
What is 'overfitting' in the context of time series modeling?
What is the Durbin-Watson test used for in time series analysis?
What is the primary characteristic of a seasonal ARIMA (SARIMA) model?
Which method smooths time series data to identify trends and seasonal components?
What does the PACF (Partial Autocorrelation Function) measure?
In time series analysis, what does 'white noise' refer to?
What is the primary purpose of differencing a time series?
Which of the following techniques is used to handle missing data in time series?
Which of the following is a key assumption of stationarity in time series analysis?
In a Holt-Winters seasonal model, what does the 'gamma' parameter represent?
Which method is used to detect structural breaks in a time series?
Which method is suitable for capturing long-range dependencies in time series data?
Which model can capture volatility clustering in financial time series data?
Which model is specifically designed to handle changing variance in time series data?
What does the term 'autoregressive' imply in the context of time series models?
In time series forecasting, what is 'backtesting'?