ENGR.ECONOMIC ANALYSIS
14th Edition
ISBN: 9780190931919
Author: NEWNAN
Publisher: Oxford University Press
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Question
For each of the questions below, choose the correct answer(s) and provide
justification in terms of why the other answer(s) are incorrect.
Q2A. Which of the following are possible consequences of overfitting an ARIMA
model?
i. The model may have high bias.
ii. The model may have high out-of-sample variance.
iii. The model may have poor predictive performance.
iv. All of the above
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