B选项是什么意思？

NO.PZ2023040502000039 问题如下 Kamini replies, “I’m convincethe P/E series baseontrailing earnings truly is a ranm walk.”If Kamini is correregarng thetrailing P/E time series, the best forecast of next perios trailing P/E ismost likely to the: A.current perios trailing P/E B.forecast rivefrom applying the AR(1) molpictein Exhibit 1 to the t C.average P/E of the time series If a time series is a ranm walk, the best forecastof xt thcma in periot – 1 is xt-1. So, thebest forecast of the next perios trailing P/E is the current periostrailing P/E 基础班讲义166页写了，if a time series appears to have a unit root, one methois to first-fferenthe time sereis antry to mol the first-fferenceseries autoregressive time series. 所以B说AR(1)为什么不对？

NO.PZ2023040502000039 问题如下 Kamini replies, “I’m convincethe P/E series baseontrailing earnings truly is a ranm walk.”If Kamini is correregarng thetrailing P/E time series, the best forecast of next perios trailing P/E ismost likely to the: A.current perios trailing P/E B.forecast rivefrom applying the AR(1) molpictein Exhibit 1 to the t C.average P/E of the time series If a time series is a ranm walk, the best forecastof xt thcma in periot – 1 is xt-1. So, thebest forecast of the next perios trailing P/E is the current periostrailing P/E 看到没能联想到对应答案