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How does using an autoregressive model for forecasting time series differ from using a multiple regression model?

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A

An autoregressive model takes into account autocorrelation in the data.

B

An autoregressive model takes heteroscedasticity into account.

C

Some data values are lost when using an autoregression model.

D

In an autoregressive model, the test for significance of a parameter is based on n-2-1 degrees of freedom.

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