。。 · 2025年06月27日
NO.PZ2019040801000052
问题如下：
All of the following options characterize the covariance stationary of a time series process, except:
选项：
A.
The autocorrelation will be stable.
B.
The mean will be stable.
C.
Variance in the time series will change over time.
D.
The covariance structure will be stable.
解释：
C is correct.
考点：Time Series Process and Covariance Stationary
解析：时间序列数据的方差不会随着时间的推移而改变，因此C选项描述错误，选C。
感觉a，d不太严谨，c想明显错了，所以选的c
NO.PZ2019040801000052问题如下All of the following options characterize the covarianstationary of a time series process, except: A.The autocorrelation will stable. B.The mewill stable. C.Varianin the time series will change over time. The covarianstructure will stable.C is correct.考点Time Series Process anCovarianStationary解析时间序列数据的方差不会随着时间的推移而改变，因此C描述错误，选C。如题
The mewill stable. Varianin the time series will change over time. The covarianstructure will stable. C is correct. 考点Time Series Process anCovarianStationary 解析时间序列数据的方差不会随着时间的推移而改变，因此C描述错误，选C。老师好，请问A是否有在讲义中讲过？看了之前的问题解答，还是不太明白。
a该怎么理解笔记好
