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Consider the following three models that a researcher suggests might be a reasonable model of stock market prices
yt = yt-1 + ut (7.1)
yt = 0.5yt-1 + ut (7.2)
yt = 0.8ut-1 + ut (7.3)


c. By making a series of successive substitutions or from your knowledge of the behaviour of these types of processes, consider the extent of persistence of shocks in the series in each case。


正在准备期末考试，这个题目实在不知道什么意思。

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关键词：是什么意思 substitution persistence Researcher reasonable reasonable following market