问题如下图：
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解释：
上面解答中的单期自相关率+均值回归率=1，这个结论哪里有讲到？
26%. 30%. 33% The autocorrelation for a one-periolis 23% for the same sample. The sum of the mereversion rate (77% given the beta coefficient of-0.77) anthe one-perioautocorrelation rate will always equ100%.请问 这里的意思是 滞后一期的 regression 系数和滞后一期的mereversion 系数 之和等于一吗？ 滞后一期的 regression系数为0.77？
A risk manager uses the past 480 months of correlation ta from the w Jones InstriAverage (w) to estimate the long-run mecorrelation of common stocks anthe mereversion rate. Baseon this historictthe long-run mecorrelation of w stocks w34%, anthe regression output estimates the following regression relationship: Y = 0.262 - 0.77X. Suppose thin April 2014, the average monthly correlation for all w stocks w33%. Whis the estimateone-perioautocorrelation for this time periobaseon the mereversion rate estimatein the regression analysis? 老师题目是说用480个月的道琼斯的correlation ta 计算 long-run mecorrelation 和 mereversion rate。得到长期均值是34%，和回归方程Y = 0.262 - 0.77X。X,和Y 是什么指什么啊。
请问系数0.77为什么可以作为mereversion rate呢？
老师，我是通过计算求出来的23%不知道对不对。33%按照0.77回归率下一期应该是33.77%，那么自相关性应该为（33.77-33）/33=23.3%，这样理解是否正确？
26%. 30%. 33% The autocorrelation for a one-periolis 23% for the same sample. The sum of the mereversion rate (77% given the beta coefficient of-0.77) anthe one-perioautocorrelation rate will always equ100%. 请问题中the long-run mecorrelation和the average monthly correlation分别是什么意思？如果0.77是reverse Tate ，0.262是什么含义呢？
