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巴蒂斯图塔九号 · 2025年03月23日

怎么从画图中看出variance are constant

* 问题详情,请 查看题干

NO.PZ201709270100001001

问题如下:

Has differencing the data made the new series, ΔUERt, covariance stationary?

Explain your answer.

选项:

解释:

The plot of the series ΔUERt seems to fluctuate around a constant mean; its volatility appears to be constant throughout the period. Our initial judgment is that the differenced series is covariance stationary.

Exhibit 1 shows a plot of the first differences in the civilian unemployment rate (UER) between January 2013 and August 2019, ΔUERt = UERt − UERt−1.n


请问,这道题给出的图中比较容易看出expected value fluctuates around a constant mean,可是怎样看出来variance也是constant的呢

1 个答案

品职助教_七七 · 2025年03月23日

嗨,努力学习的PZer你好:


这种图像题都是大概判断,没法特别精确。只要没有围绕均值明显的忽大忽小的波动,或者完全不规律的波动,就都可以认为是波动(即方差)不变。

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努力的时光都是限量版,加油!

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