NO.PZ201709270100000509
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.
老师好，
在之前学的普通的回归分析中，自相关就是残差项自己和自己有一定的关系；条件异方差是残差的取值随着X的波动而波动。
当来到AR模型这块的时候，我发现其实不论是自相关还是条件异方差，都是残差和自己有关系，然后我就不知道怎么区分了。是不是AR模型中的条件异方差是当前的残差和前一个残差的关系，而AR模型中的异方差就不一定了，有可能是当前的残差和前一个残差的关系，也有可能是当前的残差和前几个残差的关系。
请问老师我这么理解对吗？谢谢
