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MMLU / The characteristic roots of the MA process

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

The characteristic roots of the MA process yt=−3ut−1+ut−2+uty_t = -3u_{t-1} + u_{t-2} + u_t are
Plain-text mathematical notation (without MathML)
The characteristic roots of the MA process

y_(t)=−3u_(t−1)+u_(t−2)+u_(t)

are
Original LaTeX notation
The characteristic roots of the MA process

$y_t = -3u_{t-1} + u_{t-2} + u_t$

are

choices

  1. 1 and 2
  2. 1 and 0.5
  3. 2 and -0.5
  4. 1 and -3

subject

econometrics

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Source and history

Official source

initial import