Random Walk Model

Running a time-series 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).]