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AR(1) Forecast Error Variance 3
题目
For the AR(1) model X_t = phi X_(t-1) + e_t with phi = 0.5 and Var(e_t) = 2.25, what is the h = 4 step forecast error variance?
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题目
For the AR(1) model X_t = phi X_(t-1) + e_t with phi = 0.5 and Var(e_t) = 2.25, what is the h = 4 step forecast error variance?
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