CFA Practice Question

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CFA Practice Question

Select the correct statement(s):

I. A time series model is a model that predicts the future behavior of a variable based on hypothesized causal relationships with other variables.
II. Two time series are cointegrated if they share a common trend.
A. I only
B. II only
C. Both are true
Explanation: I: It attempts to predict the future behavior of a variable based on the past behavior of the same variable.

User Contributed Comments 1

User Comment
richmondo i guess 'causal' is the key word here
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