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ZF Everyday · 2021年05月03日

B为什么不对

NO.PZ2019040801000059

问题如下:

The purpose of more than one order lagged moving average process is to:

选项:

A.

invert the moving average process to make the formula more useful.

B.

add exactly two additional lagged variables to the original specification, because 2-nd order moving average estimates most accurately.

C.

add another error term to an MA(1) process.

D.

add as many additional lagged variables as needed to more robustly estimate the data series.

解释:

D is correct.

考点:MA Process and AR rocess

解析:在移动平均过程中用很多自变量的意义是为了获得更好的因变量的估计,多滞后几个数据进行估计有时候会获得更可靠的结果。

请老师解释一下B选项,我感觉跟D一个意思呀

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已采纳答案

袁园_品职助教 · 2021年05月04日

同学你好!

B说用滞后两项来估计是最准确的,我们没有这个结论

D说的是增加滞后项(可以增加一个滞后项,也可以增加多个滞后项)来提高模型准确度,这样说比较合适

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2021-03-10 15:30 2 · 回答

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