assignment中的题目，碰到有点难搞的！
let us consider somespecific models based on theories about the predictability of oil prices. This time, estimate lspott on lfuturest-1and lspott-1. Call this Model1.
ThTthe theory claims that changes in the spot price of oil are unpredictable,and therefore the best forecast is the current spot price. That is,
lspott = β0 + lspott-1 + errort.
The equation above says that the spot price of oil is a randomwalk with drift: its current value depends on a constant, its value last period(with coefficient 1) and some random error. Perform a test for this restrictionto Model 1 to see whether this alternative theory holds.
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