A researcher is interested in finding out how the past average daily values of the stock prices of a firm A determine the current average daily value of its stock price. Let p, (measured in dollars) denote the average daily value of the stock price of firm A at time t. The researcher collects data on the average daily values of the stock prices of the last quarter of 2017, L., 1, 2, 90 and estimates the following autoregressive model with 1 lag of p -2.12+1.12P-1.²-0.512, SER-13.14. (1.14) (0.64) If the current stock price is is $631 and the stock price for the previous trading day was $412. The forecasted stock price for tomorrow is $.___? Hint: Answer to throp docimal placor
A researcher is interested in finding out how the past average daily values of the stock prices of a firm A determine the current average daily value of its stock price. Let p, (measured in dollars) denote the average daily value of the stock price of firm A at time t. The researcher collects data on the average daily values of the stock prices of the last quarter of 2017, L., 1, 2, 90 and estimates the following autoregressive model with 1 lag of p -2.12+1.12P-1.²-0.512, SER-13.14. (1.14) (0.64) If the current stock price is is $631 and the stock price for the previous trading day was $412. The forecasted stock price for tomorrow is $.___? Hint: Answer to throp docimal placor
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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