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Which of the following statements are true? i) An AR(1) model is a linear model...

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Which of the following statements are true? i) An AR(1) model is a linear model which assumes that the return of the current period can be "explained by the return of the previous period. i) A stationary AR(1) model does not need estimation and can be used directly in forecasting. iii) An AR(1) model produces accurate forecasts. iv) An AR(P) model has better predictive ability compared to a simple AR(1). V) An AR(1) model always includes an intercept (i.e. a constant). Select one O a. ( False, (b) True, (iii) False, (iv) False, (v) True O b. 0 True (1) True (m) False, (iv) False, (V) True O c. () True, (m) False, () True, (iv) True, (v) True O d. 0 True, False, ) True, (IV) True, (V) False O e. () True, () False, (ii) False, (iv) False, (v) True O f. True, () False, (iii) False, (iv) False, (V) False Og. O False, () True, () False, (V) False, (v) True O h. False, (ii) False, (iii) False, (iv) False, (V) True

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