A Conceptual Vocalubary of Time Series Analysis
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mean functionThe mean function of a time series process is defined as $$\mu_{xt}=E[X_t] $$ provided that it exists. Because\(
E(w_t)=0 \) for all \( t \) and \(\delta _t\) is a constant we have
$$ \mu_{xt}=E[X_t]=\delta _t+\sum\limits_{j = 1}^t {{w_j}}=\delta _t\
$$which is a straight line with slope \( \delta \). |