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Financial Forensics · End Term · 22 Dec 2024 · September 2024 term

Question 13: What does the autocorrelation function (ACF) measure in …

Question 13

+1 markOne correct option

What does the autocorrelation function (ACF) measure in time series analysis?

  1. A

    The relationship between dependent and independent variables.

  2. B

    The degree of randomness in the data.

  3. C

    The correlation between the current value and a lagged value of the series.

  4. D

    The difference between the current value and the mean of the series.

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Correct answer

  • C

    The correlation between the current value and a lagged value of the series.

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Question 13 of 32 in the IIT Madras BS Financial Forensics (Financial Forensics) End Term paper sat on 22 Dec 2024, in the September 2024 term (IIT M DEGREE AN EXAM QDB3 22 Dec 2024). It carries 1 mark.

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