NO.PZ201709270100000509
问题如下：
9.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?
选项：
A.
Log-linear trend model
B.
First-differenced AR(2) model
C.
First-differenced log AR(1) model
解释：
C is correct. As a result of the exponential trend in the time series of stock prices for Company #3, Busse would want to take the natural log of the series and then first-difference it. Because the time series also has serial correlation in the residuals from the trend model, Busse should use a more complex model, such as an autoregressive (AR) model.
一阶差分跟一阶自回归分别用来修正什么问题
