问题如下：
9.Based on Exhibit 5, which single time-series model would most likely be appropriate for Busse to use in predicting the future stock price of Company #3?
选项：
A.Log-linear trend model
B.First-differenced AR(2) model
C.First-differenced log AR(1) model
解释：
C is correct. As a result of the exponential trend in the time series of stock prices for Company #3, Busse 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, Busse should use a more complex model, such as an autoregressive (AR) model.
看了前面的解答，有点绕，再次确认下：
- 有unit root就用first differencing解决
- 有serial correlation就用AR（1）解决，解决不了继续AR（2）。。
- 呈现指数关系就用log关系函数
- 这道题最好的答案是 log关系函数和AR（1）模型组合起来？并不用first differencing？
