问一道题：NO.PZ2020011101000018

问题如下：

The 2018Q3 value of real GDP growth is $RGDPG_{T-1} = 2.793$ .

The 2018Q4 value of real GDP growth is $RGDPG_{T-1} = 2.564$ .

What are the forecasts for 2019Q1 – 2019Q4 using the AR(2) model in Table 10.1?

选项：

解释：

All forecasts are recursively computed starting with the first:

1.765 + 0.319 * 2.564 + 0.114 * 2.793 = 2.90.

The two-step forecast uses the one-step forecast:

1.765 + 0.319 * 2.90 + 0.114 * 2.564 = 2.98.

The three-and four-step depend entirely on other forecasts:

1.765 + 0.319 * 2.98 + 0.114 * 2.90 = 3.05.

1.765 + 0.319 * 3.05 + 0.114 * 2.98 = 3.08.

请问残差项在计算的时候需不需要考虑？

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小刘_品职助教 · 2020年05月17日

同学你好，

不需要。

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NO.PZ2020011101000018 问题如下 The 2018Q3 value of reG growth is RGGT−1=2.793RGG_{T-1} = 2.793RGGT−1=2.793.The 2018Q4 value of reG growth is RGGT−1=2.564RGG_{T-1} = 2.564RGGT−1=2.564. Whare the forecasts for 2019Q1 – 2019Q4 using the AR(2) mol in Table 10.1? All forecasts are recursively computestarting with the first:1.765 + 0.319 * 2.564 + 0.114 * 2.793 = 2.90. The two-step forecast uses the one-step forecast: 1.765 + 0.319 * 2.90 + 0.114 * 2.564 = 2.98.The three-anfour-step penentirely on other forecasts:1.765 + 0.319 * 2.98 + 0.114 * 2.90 = 3.05. 1.765 + 0.319 * 3.05 + 0.114 * 2.98 = 3.08. 带括号那一行是t统计量，明显不等于0的，怎么看出来呢？

2024-01-17 11:24 1 · 回答

NO.PZ2020011101000018 问题如下 The 2018Q3 value of reG growth is RGGT−1=2.793RGG_{T-1} = 2.793RGGT−1=2.793.The 2018Q4 value of reG growth is RGGT−1=2.564RGG_{T-1} = 2.564RGGT−1=2.564. Whare the forecasts for 2019Q1 – 2019Q4 using the AR(2) mol in Table 10.1? All forecasts are recursively computestarting with the first:1.765 + 0.319 * 2.564 + 0.114 * 2.793 = 2.90. The two-step forecast uses the one-step forecast: 1.765 + 0.319 * 2.90 + 0.114 * 2.564 = 2.98.The three-anfour-step penentirely on other forecasts:1.765 + 0.319 * 2.98 + 0.114 * 2.90 = 3.05. 1.765 + 0.319 * 3.05 + 0.114 * 2.98 = 3.08. 请问表2，为什么选0.319那行的数，而不选0.319下面那几行的数呢

2022-06-28 15:52 1 · 回答

NO.PZ2020011101000018 老师，不太明白这个题在考什么？怎么算的?

2022-01-21 17:02 1 · 回答

这个表要怎么看啊为什么选1.765那行，-8.609那行是干什么用的啊

2020-02-08 00:01 2 · 回答

问一道题：NO.PZ2020011101000018

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