A选项为什么不对

问题如下：

Which of the following statements about covariance-stationary is most likely correct?

选项：

A.

Stationary in the past can guarantee stationary in the future.

B.

One of its condition is the expected value of the time series is constant and finite.

C.

Not all covariance-stationary time series have a finite mean-reverting level.

解释：

B is correct.

考点: Covariance-stationary series and mean reversion.

解析: 协方差平稳的三个条件是，这组时间序列数据的均值， 方差 、协方差是存在且稳定不变的，所以B选项正确。A选项错误，因为过去的平稳并不能保证未来的平稳。C选项错误，因为所有的协方差平稳时间序列都会有一个均值复归水平。