Vim li cas random taug kev tsis nyob ruaj khov?
Vim li cas random taug kev tsis nyob ruaj khov?

Video: Vim li cas random taug kev tsis nyob ruaj khov?

Video: Vim li cas random taug kev tsis nyob ruaj khov?
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Tsis muaj , yog tsis yog . Random Taug kev yog tsis nyob ruaj ruaj . Tab sis tsis yog tag nrho tsis nyob ruaj ruaj txheej txheem yog random taug kev . A tsis nyob ruaj ruaj lub sij hawm series lub ntsiab lus thiab/los yog variance yog tsis yog tas li ntawm lub sijhawm.

Ntxiv mus, random hav zoov yog random taug kev nyob ruaj ruaj los yog tsis yog vim li cas?

Tsis muaj , yog tsis yog . Random Taug kev yog tsis nyob ruaj ruaj . Tab sis tsis yog tag nrho tsis nyob ruaj ruaj cov txheej txheem yog random taug kev . A tsis nyob ruaj ruaj lub sij hawm series lub ntsiab lus thiab/los yog variance yog tsis yog tas li ntawm lub sijhawm.

Kuj Paub, dab tsi yog lub teeb liab tsis nyob ruaj ruaj? A teeb liab yog hais tias yog tsis yog - nyob ruaj ruaj yog tias ib qho ntawm cov kev xav hauv qab no tsis siv tau lawm. Piv txwv li, lub sijhawm kawg teeb liab , thiab tshwj xeeb yog ib ntus teeb liab (rau qhov ntev yog luv piv rau lub sijhawm soj ntsuam), yog tsis yog - nyob ruaj ruaj.

Tsis tas li ntawd, puas yog taug kev random nrog drift nyob ruaj khov?

A random taug kev nrog los yog tsis muaj a drift tuaj yeem hloov mus rau ib nyob ruaj ruaj txheej txheem los ntawm qhov sib txawv (rho tawm Yt-1 los ntawm Yt, noj qhov sib txawv Yt -Yt-1) sib raug rau Yt -Yt-1 = εt los yog Yt -Yt-1 = α + εt thiab ces tus txheej txheem yuav txawv- nyob ruaj ruaj.

Dab tsi yog random taug kev yam tsis muaj drift?

Qhov no yog hu ua random - taug kev - tsis muaj - drift qauv: nws xav tias, ntawm txhua qhov taw tes hauv lub sijhawm, koob tsuas yog siv ib qho random kauj ruam deb ntawm nws txoj haujlwm kawg, nrog cov kauj ruam uas nws tus nqi nruab nrab yog xoom.

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