NO.PZ2023040502000040
问题如下:
Based on the regression results reported in Exhibit 4,
the mean-reverting level of the differences of logarithms of the Maya 22 prices
(i.e., the time series as modeled in the AR (1) model) is closest to:
选项:
A.0.00239
0.00311
0.30812
解释:
For an AR(1) model,, at the mean-reverting level, whereis:
In this case,
均值复归水平mean = b0/(1-b1)表示什么含义啊?谢谢!