H 0 : Random Walk
1
H 0 : Random Walk H 0 : Random Walk H 1 : AR (1) with µ = 0 H 1 : AR (1) with µ ≠ 0 H 0 : Random Walk H 1 : Linear Trend + Stationary Cycle
-
Upload
justine-chen -
Category
Documents
-
view
48 -
download
1
description
H 0 : Random Walk. H 1 : AR (1) with µ = 0. H 0 : Random Walk. H 1 : AR (1) with µ ≠ 0. H 0 : Random Walk. H 1 : Linear Trend + Stationary Cycle. - PowerPoint PPT Presentation
Transcript of H 0 : Random Walk
H0: Random Walk
H0: Random Walk
H1: AR (1) with µ = 0
H1: AR (1) with µ ≠ 0
H0: Random Walk
H1: Linear Trend + Stationary Cycle