unit root process造句
例句與造句
- Unit root processes may sometimes be confused with trend-stationary.
- The process with hysteresis is a unit root process, which in its simplest form can be characterized as
- Due to this characteristic, unit root processes are also called "'difference stationary . "'
- If a root of the process's characteristic equation is larger than 1, then it is called an "'explosive process "', even though such processes are often inaccurately called unit roots processes.
- In this case the non-stationarity can be removed from the data by first differencing, and the differenced variable z _ t = y _ t-y _ { t-1 } will have a long-run mean of " c " and hence no drift . But even in the absence of the parameter " c " ( that is, even if " c " = 0 ), this unit root process exhibits drift, and specifically stochastic drift, due to the presence of the stationary random shocks " u " " t " : a once-occurring non-zero value of " u " is incorporated into the same period's " y ", which one period later becomes the one-period-lagged value of " y " and hence affects the new period's " y " value, which itself in the next period becomes the lagged " y " and affects the next " y " value, and so forth forever.
- It's difficult to find unit root process in a sentence. 用unit root process造句挺難的