Write the mathematical formulation for the random walk with the drift model. What would be the expectation,
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Write the mathematical formulation for the random walk with the drift model. What would be the expectation, computed in period t, of the time series y two periods from now (ie, in period t+2t)? What would be the error you made (ie what is the difference between yt+2 and its expectation)?
Related Book For
Basic Business Statistics Concepts and Applications
ISBN: 978-0132168380
12th edition
Authors: Mark L. Berenson, David M. Levine, Timothy C. Krehbiel
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