1823统计中等derivationmedium
AR(1) Multi-Step Forecast 3
题目
A signal follows X_t = -1 + 0.8 X_(t-1) + e_t with Var(e_t) = 1 and current value X_t = 3. What is the h = 4 step forecast E[X_(t+4) | X_t]?
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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 = -1 + 0.8 X_(t-1) + e_t with Var(e_t) = 1 and current value X_t = 3. What is the h = 4 step forecast E[X_(t+4) | 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