150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án (Phần 5)

If a series, yt, follows a random walk (with no drift), what is the optimal 1-step ahead forecast for y?

10/20

If a series, yt, follows a random walk (with no drift), what is the optimal 1-step ahead forecast for y?

The current value of y

Zero

The historical unweighted average of y

An exponentially weighted average of previous values of y

Giải thích

Chọn đáp án: A