Random Walk Modelby alcor eldioanRunning a timeseries analysis Doesn’t decode the mysteries of t Completely
When is when Is not deterministic
Later I’ll be in my dream world Home I’m tired living adrift. Don’t want to be the lost one Forever
Where am I?
I was dead for five years. It’s not me but my corpse. My corpse!
Why can’t I forget disturbance error Epsilon i, The random shock Alpha t?
Blame my infinite memory…
And my variance is unbounded as time t approaches infinity.
[Random Walk Model (Z t) with lots (and lots) of drifts (theta null).] alcor eldioan's blog  login to post comments  576 reads
