READ Free Dumps For EMC- E20-007
| Question ID 16162 | Before building an ARMA model, how can you determine if the time series is weakly |
| Option A | Constant variance around a constant mean is apparent |
| Option B | Mean of the series is close to 0 |
| Option C | Series is normally distributed |
| Option D | No trend component is apparent |
| Correct Answer | A |
| Question ID 16163 | Refer to the exhibit.
In the exhibit, a correlogram is provided based on an autocorrelation analysis of a sample |
| Option A | There is significant autocorrelation through lag 3 |
| Option B | There is no structure left to model in the data |
| Option C | Lag 7 has a significant negative autocorrelation |
| Option D | Differencing is required before proceeding with any analysis |
| Correct Answer | A |
