Reagan 发表于 2025-3-21 17:59:27
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Data Generating Processes,ich we design model-building algorithms. First, we assume that data are generated by linear processes. Second, throughout most of the book, we further assume that the processes are at least covariance (or weakly) stationary. We assume, that is, that the mean of the process is a constant not varying向前变椭圆 发表于 2025-3-22 07:40:32
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Integrated Time Series,omponents. Series with random walk components are called integrated (of order one) because they are the sums (integrals) of weakly-stationary components. When some linear combinations of components of an integrated vector-valued series become weakly stationary rather than being integrated, we say thGenistein 发表于 2025-3-23 08:28:32
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