|
- UID
- 223355
- 帖子
- 249
- 主题
- 39
- 注册时间
- 2011-7-11
- 最后登录
- 2013-8-23
|
I read that unit root is a time series that is not covariance stationary, and it's tested as
x= 0 + xt-1 +E. Is unit root a type of random walk?
Can someone please explain the difference between the two? |
|
发表于 2011-7-11 19:43
|