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Which of the Following Equations Is a One-Period-Ahead Forecast of the Autoregressive

Question 31

Multiple Choice

Which of the following equations is a one-period-ahead forecast of the autoregressive model AR(1) ?


A) Which of the following equations is a one-period-ahead forecast of the autoregressive model AR(1) ? A) <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>(T+1) B) <sub>T</sub><sub>+1 </sub>= b<sub>0</sub> + b<sub>1</sub>x<sub>T</sub> <sub> C) </sub><sub> </sub> <sub> </sub> <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> + b<sub>2</sub>y<sub>T - </sub><sub>1</sub> D) </sub> <sub> </sub> <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> T+1 = b0 + b1(T+1)
B) Which of the following equations is a one-period-ahead forecast of the autoregressive model AR(1) ? A) <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>(T+1) B) <sub>T</sub><sub>+1 </sub>= b<sub>0</sub> + b<sub>1</sub>x<sub>T</sub> <sub> C) </sub><sub> </sub> <sub> </sub> <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> + b<sub>2</sub>y<sub>T - </sub><sub>1</sub> D) </sub> <sub> </sub> <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> T+1 = b0 + b1xT

C)
Which of the following equations is a one-period-ahead forecast of the autoregressive model AR(1) ? A) <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>(T+1) B) <sub>T</sub><sub>+1 </sub>= b<sub>0</sub> + b<sub>1</sub>x<sub>T</sub> <sub> C) </sub><sub> </sub> <sub> </sub> <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> + b<sub>2</sub>y<sub>T - </sub><sub>1</sub> D) </sub> <sub> </sub> <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> T+1 = b0 + b1yT + b2yT - 1

D)
Which of the following equations is a one-period-ahead forecast of the autoregressive model AR(1) ? A) <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>(T+1) B) <sub>T</sub><sub>+1 </sub>= b<sub>0</sub> + b<sub>1</sub>x<sub>T</sub> <sub> C) </sub><sub> </sub> <sub> </sub> <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> + b<sub>2</sub>y<sub>T - </sub><sub>1</sub> D) </sub> <sub> </sub> <sub>T</sub><sub>+1</sub> = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> T+1 = b0 + b1yT

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