Let z, be the observed stock price at time t Which of the following model(s) is AR(p) model? Az, = a + pz,-1+Y1AZ;-1+ *+Y-14Z¢-p++ ốt + ep. *** O a. O b. Z, = a+ dt + et. O¢ Az, = a + pzt-1+ et. O c. O d. all of the models provided. O e. Az; = a+ pzt-1 + Y1Azt-1 + …·+ YpAZt-1 + ep.
Let z, be the observed stock price at time t Which of the following model(s) is AR(p) model? Az, = a + pz,-1+Y1AZ;-1+ *+Y-14Z¢-p++ ốt + ep. *** O a. O b. Z, = a+ dt + et. O¢ Az, = a + pzt-1+ et. O c. O d. all of the models provided. O e. Az; = a+ pzt-1 + Y1Azt-1 + …·+ YpAZt-1 + ep.
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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Transcribed Image Text:Let z, be the observed stock price at time t Which of the
following model(s) is AR(p) model?
***
O a. Az, = a + pzį-1 + Y1AZ¢-++Yp-1AZ¢-p+1 + đt + eq.
O b. Z, = a+ dt + et.
Oc. AZt
= a + pz, 1te.
O d. all of the models provided.
O e. Az; = a + pzt-1 + Y1Azt-1 + …·+ YpAZt-1 + ep-
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