## A Conceptual Vocalubary of Time Series Analysis

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### R

#### random walk

If 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.