NO.PZ2019040801000059
问题如下:
The purpose of more than one order lagged moving average process is to:
选项:
A. invert the moving average process to make the formula more useful.
B. add exactly two additional lagged variables to the original specification, because 2-nd order moving average estimates most accurately.
C. add another error term to an MA(1) process.
D. add as many additional lagged variables as needed to more robustly estimate the data series.
解释:
D is correct.
考点:MA Process and AR rocess
解析:在移动平均过程中用很多自变量的意义是为了获得更好的因变量的估计,多滞后几个数据进行估计有时候会获得更可靠的结果。
请问A不对吗 我记得上课老师就是这么讲的呀