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