PRMIA Exam 8002 Topic 1 Question 74 Discussion

Actual exam question for PRMIA's Mathematical Foundations of Risk Measurement :II exam

Question #: 74
Topic #: 1

If a time series has to be differenced twice in order to be transformed into a stationary series, the original series is said to be:

Anon-linear

Bintegrated of order 2

Cdifferential

Dnon-functional

Show Suggested Answer

Suggested Answer: B

by Melissa at Mar 10, 2024, 01:41 AM

Limited Time Offer

25%

Off

Contribute your Thoughts:

Submit Cancel

1 days ago

I agree with Hyun. When we difference a time series twice, it becomes integrated of order 2.

upvoted 0 times

...

2 days ago

I think the answer is B) integrated of order 2.

upvoted 0 times

...