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实时资讯全掌握
Suppose that the following time-series model is found to have a unit root:
Salest = b0 + b1 Sales t-1+ εtWhat is the specification of the model if first differences are used? A. Salest = b0 + b1 Sales t-1 + b2 Sales t-2 + εt. B. Salest = b1 Sales t-1+ εt. C. (Salest - Salest-1)= b0 + b1 (Sales t-1 - Sales t-2) + εt. |