NO.PZ202304050200005003
问题如下：
Which single time-series model would most likely be appropriate
to use in predicting the future stock price of Company#3?
选项：
A.Log-linear trend model
First-differenced AR(2) model
First-differenced log AR(1) model
解释：
As a result of the exponential trend in the time series
of stock prices for Company #3, Bake would want to take the natural log of the
series and then first-difference it. Because the time series also has serial
correlation in the residuals from the trend model, he should use a more complex
model, such as an autoregressive (AR) model.
Company #3 没有Unit root，所以不需要用First differencing修正，但有serial correlation的现象，需要用add lagged value，也就是AR（1）→AR（2）
那么为什么此题不选B？
