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关注:1
2013-05-23 12:21
求翻译:Since φ = 1, the zero of 1−φB is on the unit circle, the model thus has a unit root.This also gives the definition of a unit root. Later on we shall consider the least squares estimate of the coefficient φ for a random-walk model which is the unit-root problem commonly discussed in the literature.The random-walk model 是什么意思?![]() ![]() Since φ = 1, the zero of 1−φB is on the unit circle, the model thus has a unit root.This also gives the definition of a unit root. Later on we shall consider the least squares estimate of the coefficient φ for a random-walk model which is the unit-root problem commonly discussed in the literature.The random-walk model
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