Question

10 Which of the following statements about ARMA(p,q) processes is incorrect? A An ARMA(0,0) is a...

10 Which of the following statements about ARMA(p,q) processes is incorrect?
A An ARMA(0,0) is a (weakly) stationary process.
B An ARMA(0,q) is always a (weakly) stationary process.
C An ARMA(p,q) can be a (weakly) stationary process.
D An ARMA(p,q) can be a non‐stationary process.
E An ARMA(p,q) can never be a non‐stationary process.

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