25 April 2024, Thursday, 12:22
Site: akademikidea® | a-ders
Kurs: Time Series Analysis (İST402)
Sözlük: A Conceptual Vocalubary of Time Series Analysis
R
random walkIf the value of the time series at time \( t \) is the value of the
series at time \( t -1\) plus a completely random movement determined by
a white noise process \(w_t\); e.i. if $$x_t=x_{t-1}+w_t$$ or
equivalently $$x_t=\sum\limits_{j = 1}^t {{w_j}}, t=1,2,....$$then the
generating process is called random walk. |