CFA Practice Question

There are 208 practice questions for this study session.

CFA Practice Question

Select the correct statement(s).

I. A trend linear model can be used to predict a time series as long as the R-square is high enough.
II. All covariance-stationary time series have a finite mean-reverting level.
A. II only
B. I and II
C. None of them
Explanation: I: We need to make sure that none of the assumptions of linear regression model is violated.

User Contributed Comments 0

You need to log in first to add your comment.