NO.PZ2020011101000057
问题如下:
Tom wants to predict the income of his factory in October 20X9, so he uses income of January 20X6 to September 20X9 as samples to make a AR(1) model and gets the following result:
What is the long-run mean?
选项:
A.
4957.63
B.
4789.14
C.
293.57
D.
273.57
解释:
B is correct.
解析:根据题目中给定的AR(1)方程,可以得到long-run mean=293.5742/(1-0.9387) =4789.1387 。
long run mean 的公式如何推导?