问题如下图:
选项:
A.
B.
C.
解释:
老师我不明白表1里coefficient里面有的括号代表什么意思?
NO.PZ201709270100000405 $40.04. $61.77. B is correct. The last two observations in the WTI time series are July anAugust 2015, when the WTI oil priw$51.16 an$42.86, respectively. Therefore, September 2015 represents a one-perioaheforecast. The one-perio aheforecast from AR(2) mol is calculateX∧t+1=b^0+b^1Xt+b^2Xt−1{\overset\wee X}_{t+1}={\wihb}_0+{\wihb}_1X_t+{\wihb}_2X_{t-1}X∧t+1=b 0+b 1Xt+b 2Xt−1 So, the one-perioahe(September 2015) forecast is calculateX∧t+1=2.0017+1.3946($42.86)−0.4249($51.16)=$40.04{\overset\wee X}_{t+1}=2.0017+1.3946(\$42.86)-0.4249(\$51.16)=\$40.04X∧t+1=2.0017+1.3946($42.86)−0.4249($51.16)=$40.04 Therefore, the September 2015 forecast baseon the AR(2) mol is $40.04.请问按照题目里给的公式,最后一项残差项et为何没有加上,我是按照stanerror那一项数字5·2799给加上了。谢谢老师啦,辛苦
老师请问,这题和这一case的第一小题中求 precteWTI oil prifor October 2015 using the linetrenmol, t 用183代入,这里的Oil Priaug 2015就不用181,Oil PriJuly 2015就不用180带入?
问一道题:NO.PZ201709270100000405 请问51.16和42.86是怎么得出的?
括号里的数字代表啥意思呢