1822统计简单derivationshort
AR(1) Multi-Step Forecast 2
题目
A signal follows X_t = 4 + 0.7 X_(t-1) + e_t with Var(e_t) = 1.5 and current value X_t = 8. What is the h = 2 step forecast E[X_(t+2) | 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 = 4 + 0.7 X_(t-1) + e_t with Var(e_t) = 1.5 and current value X_t = 8. What is the h = 2 step forecast E[X_(t+2) | 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