NO.PZ202208300200000201
问题如下：
DeMolay's statement that the coefficients depicted in Exhibit 1 are consistent with a random walk is most likely:
选项：
A.incorrect because b1 should be close to 0. B.incorrect because b0 should be close to 1. C.correct.解释：
When modeled using a AR(1) model, as in the formula given in Exhibit 1, random walks will have an estimated intercept coefficient near zero and an estimated slope coefficient on the first lag near 1. Therefore, his statement is correct.
那么为啥答案选的是C？
