Final answer:
The unsmoothing method cannot be determined based on the given information.
Step-by-step explanation:
The unsmoothing method refers to a technique used to reverse the effect of a smoothing method on data. In this case, the student is given the variance for an REIT index, which is 16, and the value of theta, which is 0.8. The student is then asked to identify the unsmoothing method based on these values.
To determine the unsmoothing method, we need to understand what each option represents:
A) Box-Cox Transformation: This method is used to transform non-normal data into approximately normal distributions.
B) Exponential Smoothing: This method is used to forecast future values based on a weighted average of past values.
C) Moving Average: This method is used to smooth out variations in data by taking the average of a specified number of consecutive values.
D) Z-Score Normalization: This method is used to standardize data by converting it into z-scores, which represent the number of standard deviations a data point is from the mean.
Based on the given information, the unsmoothing method is not explicitly stated. It is not possible to determine the unsmoothing method solely based on the variance and theta values provided.