问题如下:
a. Calculate the time series for the following AR(1) model, taking .
选项:
解释:
Each value is generated via the formula:
y1 = 0.5 + 0.75 * 0 - 0.58 = -0.08
y2 = 0.5 + 0.75 * (-0.08) + 1.62 = 2.12
and so forth.
这三道题答案框里是在计算什么?是怎么计算的到的?
比如世界 · 2020年03月29日
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问题如下:
a. Calculate the time series for the following AR(1) model, taking .
选项:
解释:
Each value is generated via the formula:
y1 = 0.5 + 0.75 * 0 - 0.58 = -0.08
y2 = 0.5 + 0.75 * (-0.08) + 1.62 = 2.12
and so forth.
这三道题答案框里是在计算什么?是怎么计算的到的?
NO.PZ202001110100001301问题如下Calculate the time series for the following AR(1) mol, taking y0=0,δ=0.5,an=0.75y_0 = 0, \lta = 0.5, an\phi = 0.75y0=0,δ=0.5,an=0.75.Yt=δ+ϕYt−1+ϵtY_t = \lta + \phi_{Y_{t - 1} + \epsilon_t} Yt=δ+ϕYt−1+ϵtEavalue is generatevia the formula:y1 = 0.5 + 0.75 * 0 - 0.58 = -0.08y2 = 0.5 + 0.75 * (-0.08) + 1.62 = 2.12anso forth.我不理解的是,他有0.5这一项了,y取啥他都不能变成0啊
NO.PZ202001110100001301 这里没有给残差项吧?
NO.PZ202001110100001301 公式中最后的残差项Et是怎么看表出来的?为什么E1=-0.58,E2=1.62