开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Ella · 2024年05月14日

Structure breaks需要掌握吗

NO.PZ2020011101000002

问题如下:

Describe the four features of a time series that violate the assumptions of covariance stationarity.

选项:

解释:

a. Random walks—The variance of the process changes over time because a shock is never “forgotten” by the process.

b. Deterministic trends—The mean of the process is changing over time due to a time trend; for example, the series has a positive growth rate.

c. Deterministic seasonality—The mean of the process depends on the time observation due to a seasonal, repeating pattern.

d. Structure breaks—The model parameters change over time.

我看讲义上没有

1 个答案
已采纳答案

品职答疑小助手雍 · 2024年05月14日

同学你号,这词基本不咋考,了解即可。