问题如下图:
选项:
A.
B.
C.
解释:
请问这道题可以用DF test 吗,看表格里AR1 MODEL 里的系数B1
NO.PZ201709270100000404问题如下 4. Martinez’s Conclusion 1 is: correct. incorrebecause the meanvarianof WTI oil prices are not constant over time. C.incorrebecause the rbin–Watson statistic of the AR(2) mol is greater th1.75. B is correct. There are three requirements for a time series to covarianstationary. First, the expectevalue of the time series must constant anfinite in all perio. Secon the varianof the time series must constant anfinite in all perio. Thir the covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio. Martinez conclus ththe meanvarianof the time series of WTI oil prices are not constant over time. Therefore, the time series is not covarianstationary. 麻烦一下C,不太懂为啥不选它
NO.PZ201709270100000404 问题如下 4. Martinez’s Conclusion 1 is: correct. incorrebecause the meanvarianof WTI oil prices are not constant over time. C.incorrebecause the rbin–Watson statistic of the AR(2) mol is greater th1.75. B is correct. There are three requirements for a time series to covarianstationary. First, the expectevalue of the time series must constant anfinite in all perio. Secon the varianof the time series must constant anfinite in all perio. Thir the covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio. Martinez conclus ththe meanvarianof the time series of WTI oil prices are not constant over time. Therefore, the time series is not covarianstationary. 这题开头确实是说了meancovarianis not constant, 然后他开始做mol来验证。然后一堆验证后得出一个新的结论 “meancovarianis constant ” 但是答案居然说因为他开头说了“meancovarianis not constant” 所以得选b。所以请问这道题有更严密的逻辑吗?
4. Martinez’s Conclusion 1 is: correct. incorrebecause the meanvarianof WTI oil prices are not constant over time. incorrebecause the rbin–Watson statistic of the AR(2) mol is greater th1.75. B is correct. There are three requirements for a time series to covarianstationary. First, the expectevalue of the time series must constant anfinite in all perio. Secon the varianof the time series must constant anfinite in all perio. Thir the covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio. Martinez conclus ththe meanvarianof the time series of WTI oil prices are not constant over time. Therefore, the time series is not covarianstationary. 这题从Exhibit 2看出是有AR现象,是不是有没有AR现象和covariance-stationary 3个条件是否constant & finite没有关系? 但如果有ARCH现象和单位根,那么则不是 covariance-stationary。还是只有单位根会违背 covariance-stationary ? 这里学的有点混乱,谢谢
4. Martinez’s Conclusion 1 is: correct. incorrebecause the meanvarianof WTI oil prices are not constant over time. incorrebecause the rbin–Watson statistic of the AR(2) mol is greater th1.75. B is correct. There are three requirements for a time series to covarianstationary. First, the expectevalue of the time series must constant anfinite in all perio. Secon the varianof the time series must constant anfinite in all perio. Thir the covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio. Martinez conclus ththe meanvarianof the time series of WTI oil prices are not constant over time. Therefore, the time series is not covarianstationary. 这个结论是从题目中哪些数据中看出来的?
4. Martinez’s Conclusion 1 is: correct. incorrebecause the meanvarianof WTI oil prices are not constant over time. incorrebecause the rbin–Watson statistic of the AR(2) mol is greater th1.75. B is correct. There are three requirements for a time series to covarianstationary. First, the expectevalue of the time series must constant anfinite in all perio. Secon the varianof the time series must constant anfinite in all perio. Thir the covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio. Martinez conclus ththe meanvarianof the time series of WTI oil prices are not constant over time. Therefore, the time series is not covarianstationary. the meanvarianof the time series of WTI oil prices are not constant over time. ---这句话从哪个指标可以看出来?