问题如下图：
选项：
A. 
B. 
C. 
解释：
random walk的b0是必须等于0吗？讲义中哪里有体现？
菲菲_品职助教 · 2018年12月17日
同学你好，是的，random的b0=0
在讲义220页有所体现：
粉红豹 · 2018年12月19日
老师好，random walk 并没有要求b0=0啊？只是一类特殊的random walk 即b0=-0的时候，成为simple random walk
菲菲_品职助教 · 2018年12月21日
random walk就是b0=0吖，b0不等于0是random walk with drift。是不一样的。
粉红豹 · 2019年03月23日
老师，结合经典题视频我问的那个问题，这里您讲错了呀，题目中的random walk很明显不需要b0=0的，但是您这里讲的相反。我终于找到了这里。
菲菲_品职助教 · 2019年03月24日
我去看了原版书，说random walk的b0就是0。random walk with drift的b0才不等于0。所以如果题目中只是提到random walk，b0就等于0。因为这是原版书的题目，所以得按照原版书的思路来做题。
粉红豹 · 2019年03月24日
那经典题那个何老师就讲错了？？？？？？能统一下吗？？？？
菲菲_品职助教 · 2019年03月25日
我再确认一下。
NO.PZ201709270100000501 问题如下 1.Whiof Busse’s conclusions regarng the exchange rate time series is consistent with both the properties of a covariance-stationary time series anthe properties of a ranm walk? A.Conclusion 1 B.Conclusion 2 C.Conclusion 3 C is correct. A ranm walk cscribethe equation xt = + b1xt–1+ εt, where = 0 an= 1. So = 0 is a characteristic of a ranm walk time series. A covariance-stationary series must satisfy the following three requirements:1. The expectevalue of the time series must constant anfinite in all perio.2. The varianof the time series must constant anfinite in all perio.3. The covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio.= 0 es not violate any of these three requirements anis thus consistent with the properties of a covariance-stationary time series. 不违反ranm walk的性质 但是ranm walk性质就是b=0啊
NO.PZ201709270100000501问题如下1.Whiof Busse’s conclusions regarng the exchange rate time series is consistent with both the properties of a covariance-stationary time series anthe properties of a ranm walk? A.Conclusion 1B.Conclusion 2C.Conclusion 3C is correct. A ranm walk cscribethe equation xt = + b1xt–1+ εt, where = 0 an= 1. So = 0 is a characteristic of a ranm walk time series. A covariance-stationary series must satisfy the following three requirements:1. The expectevalue of the time series must constant anfinite in all perio.2. The varianof the time series must constant anfinite in all perio.3. The covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio.= 0 es not violate any of these three requirements anis thus consistent with the properties of a covariance-stationary time series. 请问covariance-stationary和ranm walk是对立关系吗？
NO.PZ201709270100000501 老师，提问区其他的提问跟这个问题不符。另外，可以一下B为啥不对吗？C不是答案刚开始就说不正确吗，并没有说with ift啊
NO.PZ201709270100000501 这个知识点可以一下吗
Conclusion 2 Conclusion 3 C is correct. A ranm walk cscribethe equation xt = + b1xt–1+ εt, where = 0 an= 1. So = 0 is a characteristic of a ranm walk time series. A covariance-stationary series must satisfy the following three requirements: 1. The expectevalue of the time series must constant anfinite in all perio. 2. The varianof the time series must constant anfinite in all perio. 3. The covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio. = 0 es not violate any of these three requirements anis thus consistent with the properties of a covariance-stationary time series. 看了前面人问的问题，有一点想确认下，ranm walk是不是包含ranm walk with a ift？如果不是，那ranm walk和simple ranm walk就是一回事？