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

Question 74

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) = b<sub>0</sub> + b<sub>1</sub>(T+1) B) = b<sub>0</sub> + b<sub>1</sub>x<sub>T</sub> C) = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> + b<sub>2</sub>y<sub>T - </sub><sub>1</sub> D) = b0 + b1(T+1)
B) Which of the following equations is a one-period-ahead forecast of the autoregressive model AR(1) ? A) = b<sub>0</sub> + b<sub>1</sub>(T+1) B) = b<sub>0</sub> + b<sub>1</sub>x<sub>T</sub> C) = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> + b<sub>2</sub>y<sub>T - </sub><sub>1</sub> D) = b0 + b1xT
C) Which of the following equations is a one-period-ahead forecast of the autoregressive model AR(1) ? A) = b<sub>0</sub> + b<sub>1</sub>(T+1) B) = b<sub>0</sub> + b<sub>1</sub>x<sub>T</sub> C) = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> + b<sub>2</sub>y<sub>T - </sub><sub>1</sub> D) = b0 + b1yT + b2yT - 1
D) Which of the following equations is a one-period-ahead forecast of the autoregressive model AR(1) ? A) = b<sub>0</sub> + b<sub>1</sub>(T+1) B) = b<sub>0</sub> + b<sub>1</sub>x<sub>T</sub> C) = b<sub>0</sub> + b<sub>1</sub>y<sub>T</sub> + b<sub>2</sub>y<sub>T - </sub><sub>1</sub> D)

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