Let y, be a stock price observed at some consecutive days t = 1,2, ...,100. The analyst estimates a model as Ay 1+0.5y-1. Given y,100 = 2 she can forecast ŷ101 - y100 at t = 101 to be:

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Let y, be a stock price observed at some consecutive days t = 1,2, ...,100. The analyst estimates a model
as Ay 1+0.5y-1. Given y,00 = 2 she can forecast i01 -Y100 at t = 101 to be:
О а. 99
O b. 1
Ос. 2.
O d. 4
O e. 103
Transcribed Image Text:Let y, be a stock price observed at some consecutive days t = 1,2, ...,100. The analyst estimates a model as Ay 1+0.5y-1. Given y,00 = 2 she can forecast i01 -Y100 at t = 101 to be: О а. 99 O b. 1 Ос. 2. O d. 4 O e. 103
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