Based on Exhibit 5, which single time-series model would most likely be appropriate for Busse to use in predicting the future stock price of Company #3?
Log-linear trend model
First-differenced AR(2) model
First-differenced log AR(1) model
(Institute 486)
此题company 3 没有单位根问题，为什么要进行first-differenced？存在序列相关性，为什么不用AR（2）？
