问题如下：
A linear time trend model is estimated on annual real euro-area GDP, measured in billions of 2010 euros, using data from 1995 until 2018. The estimated model is . The estimate of the residual standard deviation is .
Construct point forecasts and 95% confidence intervals (assuming Gaussian white noise errors) for the next three years. Note that t is the year, so that in the first observation, t = 1995, and in the last, t = 2018.
选项：
解释：
Note that there is no AR or MA component, so the variance remains constant. Therefore, the 95% confidence interval is + / - 1.96*262.8 = + / - 515.1 about the expected value.
As for the expected means:
AR的mean、variance、autocovariances不都是constant的吗？为什么答案中“Note that there is no AR or MA component, so the variance remains constant”这句话no AR，so the variance remains constant？
