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MMLU-Pro / 6913 / If a series, y, follows a random walk with drift b, what is the optimal one-step…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

If a series, y, follows a random walk with drift b, what is the optimal one-step ahead forecast of the change in y?

category

economics

options

  1. The current value of y
  2. The sum of all changes in y over the in-sample period divided by the number of changes
  3. The average value of the change in y over the in-sample period
  4. The current value of y minus the drift b
  5. One
  6. Zero
  7. The median value of the change in y over the in-sample period
  8. The current value of y plus the drift b
  9. The maximum value of the change in y over the in-sample period
  10. The minimum value of the change in y over the in-sample period

src

ori_mmlu-econometrics

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Source and history

upstream_id / Original problem ID
6913
task_id
90bcef00-f5ad-5aff-9031-22c62c7d7edc
task_key
default--test--6913
task_revision_id
1
config / split
default / test

Official source

initial import