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ml-recall

#differencing

2 questions from Time Series

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2 questions · 2 min · score and explanations at the end

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Question 1: Short answer

mediumAI-checkedTime Series

A noise-free series has the quadratic trend yt=5+3t+0.5t2y_t = 5 + 3t + 0.5t^2. You difference it once, yt′=yt−yt−1y'_t = y_t - y_{t-1}, and then a second time, yt′′=yt′−yt−1′y''_t = y'_t - y'_{t-1}. What constant value does the twice-differenced series take?

a number