## A Conceptual Vocalubary of Time Series Analysis

Browse the glossary using this index

Special | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q |

**R**| S | T | U | V | W | X | Y | Z | ALL

## R |
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## 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 |