AR公式

NO.PZ201709270100000407 7.Baseon the mean-reverting level impliethe AR(1) mol regression output in Exhibit 1, the forecasteoil prifor September 2015 is most likely to be: less th$42.86. equto $42.86. greater th$42.86. C is correct. The mean-reverting level from the AR(1) mol is calculateX∧t=b01−b1=1.59481−0.9767=$68.45{\overset\wee X}_t=\frac{b_0}{1-b_1}=\frac{1.5948}{1-0.9767}=\$68.45X∧t​=1−b1​b0​​=1−0.97671.5948​=$68.45 Therefore, the mean-reverting WTI oil prifrom the AR(1) mol is $68.45. The forecasteoil priin September 2015 will likely greater th$42.86 because the mol prects ththe priwill rise in the next periofrom the August 2015 priof $42.86. 如果68.45是mereveting吗，Xt 不是和mean相比？ 我有点糊涂，条件里的42.XX和这个mereverting关系, 如果Xt>mereverting ,Xt+1<XT 预测2015年9月份我用的182带入AR1，我拿AR1的值和42比的，感觉自己不是很理解这个XT和XThat

NO.PZ201709270100000407 equto $42.86. greater th$42.86. C is correct. The mean-reverting level from the AR(1) mol is calculateX∧t=b01−b1=1.59481−0.9767=$68.45{\overset\wee X}_t=\frac{b_0}{1-b_1}=\frac{1.5948}{1-0.9767}=\$68.45X∧t​=1−b1​b0​​=1−0.97671.5948​=$68.45 Therefore, the mean-reverting WTI oil prifrom the AR(1) mol is $68.45. The forecasteoil priin September 2015 will likely greater th$42.86 because the mol prects ththe priwill rise in the next periofrom the August 2015 priof $42.86. AR(1)其实有个b1是not significant fferent from1的情况，但是针对这道题就不用考虑这些对吗？

7.Baseon the mean-reverting level impliethe AR(1) mol regression output in Exhibit 1, the forecasteoil prifor September 2015 is most likely to be: less th$42.86. equto $42.86. greater th$42.86. C is correct. The mean-reverting level from the AR(1) mol is calculateX∧t=b01−b1=1.59481−0.9767=$68.45{\overset\wee X}_t=\frac{b_0}{1-b_1}=\frac{1.5948}{1-0.9767}=\$68.45X∧t​=1−b1​b0​​=1−0.97671.5948​=$68.45 Therefore, the mean-reverting WTI oil prifrom the AR(1) mol is $68.45. The forecasteoil priin September 2015 will likely greater th$42.86 because the mol prects ththe priwill rise in the next periofrom the August 2015 priof $42.86. AR(1)是否表示9月？前面有个小问说AR(2)才是9月，解题和这有关吗

7.Baseon the mean-reverting level impliethe AR(1) mol regression output in Exhibit 1, the forecasteoil prifor September 2015 is most likely to be: less th$42.86. equto $42.86. greater th$42.86. C is correct. The mean-reverting level from the AR(1) mol is calculate[#PZMATH1348#] Therefore, the mean-reverting WTI oil prifrom the AR(1) mol is $68.45. The forecasteoil priin September 2015 will likely greater th$42.86 because the mol prects ththe priwill rise in the next periofrom the August 2015 priof $42.86. 公式在哪里？公式在哪里？