Question

Blanchard and Quah used a structural model named for this property to distinguish supply and demand disturbances. When using a model named for this property, the evolution of an endogenous variable due to exogenous shocks can be analyzed via impulse response functions. A method named for this property (-5[1])that models a vector of responses was popularized by Christopher Sims. (-5[1])In a popular method, a model named for this property corresponds to the parameter “p” in the triplet “p, d, q,” where “d” is the number of (*) differences taken and “q” is the number of error terms included. A model named for this property can be merged with a moving-average model and then “integrated” to get closer to stationarity. For 10 points, name this property of a time series model that predicts future values using past values, (10[1])which is the “AR” (-5[2])in the acronyms (10[1]-5[1])ARIMA and ARCH. (10[1])■END■ (10[4]0[1])

ANSWER: autoregressive [or word forms such as autoregression; accept vector autoregression or structural vector autoregression; prompt on AR or VAR; prompt on ARMA or ARIMA; prompt on regression or regressive]
<Tim Morrison, Social Science>
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Summary

2023 Chicago Open08/05/2023Y888%0%63%143.71

Buzzes

PlayerTeamOpponentBuzz PositionValue
Will AlstonCurse you, Periplus the Platypus!Romanos IV Diogenes’ Macaroni Grill47-5
Chris SimsThe Canadianswave2: trimming membership codes 9655377758gp58-5
Jaimie CarlsonTeach Us to Outgrow Our Ladnessremembrance of lost time13510
Geoffrey ChenThe Plague (anime)" was redirected to: "Oran High School Host ClubBHSU139-5
Andrew WangThe anti-STOON-dahl cabal (the tall Keyal et al.)The Catastrophic Implosion of Packet Sub139-5
Swapnil GargEvans Hall destruction awaitersI prefer really not to speak. If I speak I’m in big trouble142-5
Seth Ebnerwave2: trimming membership codes 9655377758gpThe Canadians14210
Tejas RajeBHSUThe Plague (anime)" was redirected to: "Oran High School Host Club14510
Ali HamzehI prefer really not to speak. If I speak I’m in big troubleEvans Hall destruction awaiters1460
Robert CondronIn Search of Things PastI would prefer not to14610
Raul PassementRomanos IV Diogenes’ Macaroni GrillCurse you, Periplus the Platypus!14610
Matt BollingerTeam Name Think DetailSaint Peter Andre 300014610
Aseem KeyalThe Catastrophic Implosion of Packet SubThe anti-STOON-dahl cabal (the tall Keyal et al.)14610