Question

. What did we discover about the method of moments procedure when estimating parameters
in ARIMA models?
(A) The procedure gives reliable results when the sample size n > 100.
(B) The procedure gives unbiased estimates.
(C) The procedure should not be used when models include AR components.
(D) The procedure should not be used when models include MA components.
(E) None of the above.

Answer 1

Answer:

(A) The procedure gives reliable results when the sample size n > 100.