1821统计简单数值题short
AR(1) Multi-Step Forecast 1
题目
A signal follows X_t = 0 + 0.6 X_(t-1) + e_t with Var(e_t) = 2 and current value X_t = 10. What is the h = 3 step forecast E[X_(t+3) | X_t]?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A signal follows X_t = 0 + 0.6 X_(t-1) + e_t with Var(e_t) = 2 and current value X_t = 10. What is the h = 3 step forecast E[X_(t+3) | X_t]?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案