题目
题目

ECON7950 (1) [2024 B2] In-Class Quiz 2

单项选择题

Which of the following time series process is stationary?

选项
A.a. A white noise process.
B.b. A process with a stochastic trend.
C.c. A process with p-value equals to 0.3 in the ADF test.
D.d. A process with a deterministic trend.
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标准答案
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思路分析
Consider the question: Which of the following time series process is stationary? Option a: a white noise process. White noise is by definition stationary because its mean, variance, and autocovariance do not depend on time, and there is no serial correlation that changes over time......Login to view full explanation

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类似问题

Would it be convenient to use a machine learning model directly on the time series below?   I No, because the level of the time series is too high, going beyond 4000. II No, because the time window of the time series is too wide. III No, it would be better to test for the non-stationarity of the time series and transform it before applying any model. IV Yes, machine learning can deal with any type of time series without problems.  

What is the primary characteristic of a stationary time series?

How would you characterize such a time series :

A random walk process (no drift!) has mean zero, that's why it's weakly stationary but not strong (strict) stationary

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