问题如下图：
选项：
A. 
B. 
C. 
解释：
这题做错了，为什么说是因为是AR，所以必然是异方差？不应该说trend 模型不能通过DW 检验，才用AR吗，那和题干的异方差什么关系啊
NO.PZ201709270100000507 问题如下 7.Baseon Exhibit 5, Busse shoulconclu ththe varianof the error terms for Company #1: A.is constant. B.cprecte C.is homoscesti B is correct. Exhibit 5 shows ththe time series of the stoprices of Company #1 exhibits heteroskesticity, evincethe faththe time series is ARCH(1). If a time series is ARCH(1), then the varianof the error in one periopen on the varianof the error in previous perio.Therefore, the varianof the errors in periot + 1 cprectein periot using the formulaoverset∧σt+12=a∧0+a∧1ε∧t2overset\wee\sigma_{t+1}^2={\overset\wee a}_0+{\overset\wee a}_1\overset\wee\varepsilon_t^2overset∧σt+12=a∧0+a∧1ε∧t2 另请问ARCH右侧一列的是什么意思？
cprecte is homoscestic B is correct. Exhibit 5 shows ththe time series of the stoprices of Company #1 exhibits heteroskesticity, evincethe faththe time series is ARCH(1). If a time series is ARCH(1), then the varianof the error in one periopen on the varianof the error in previous perio. Therefore, the varianof the errors in periot + 1 cprectein periot using the formula overset∧σt+12=a∧0+a∧1ε∧t2overset\wee\sigma_{t+1}^2={\overset\wee a}_0+{\overset\wee a}_1\overset\wee\varepsilon_t^2overset∧σt+12=a∧0+a∧1ε∧t2老师，这题想请教一下，书上讲的回归模型中检验异方差用BP，AR模型中检验异方差用ARCH，这道题中是一个公司股价关于油价的回归模型，为什么用ARCH来检验异方差呢？
公式去哪里了？公式去哪里了？
老师能详细的一下吗？不太懂这个的解题思路
不好意思，麻烦再问一下C的同方差是什么意思，为什么不对。
