Random Walk Model

by alcor eldioan

Running a time-series analysis

Doesn’t decode the mysteries of t



When is when

Is not deterministic


Later I’ll be

in my dream world-


I’m tired living adrift.

Don’t want to be the lost one



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



-[Random Walk Model (Z t) with lots (and lots) of drifts (theta null).]