问题如下图：
选项：
A. 
B. 
2为啥不对？b0=0 b1=1 不就没有均值ffugui复归了吗？
C. 
解释：
NO.PZ201709270100000501 问题如下 1.Whiof Busse’s conclusions regarng the exchange rate time series is consistent with both the properties of a covariance-stationary time series anthe properties of a ranm walk? A.Conclusion 1 B.Conclusion 2 C.Conclusion 3 C is correct. A ranm walk cscribethe equation xt = + b1xt–1+ εt, where = 0 an= 1. So = 0 is a characteristic of a ranm walk time series. A covariance-stationary series must satisfy the following three requirements:1. The expectevalue of the time series must constant anfinite in all perio.2. The varianof the time series must constant anfinite in all perio.3. The covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio.= 0 es not violate any of these three requirements anis thus consistent with the properties of a covariance-stationary time series. 不违反ranm walk的性质 但是ranm walk性质就是b=0啊
NO.PZ201709270100000501问题如下1.Whiof Busse’s conclusions regarng the exchange rate time series is consistent with both the properties of a covariance-stationary time series anthe properties of a ranm walk? A.Conclusion 1B.Conclusion 2C.Conclusion 3C is correct. A ranm walk cscribethe equation xt = + b1xt–1+ εt, where = 0 an= 1. So = 0 is a characteristic of a ranm walk time series. A covariance-stationary series must satisfy the following three requirements:1. The expectevalue of the time series must constant anfinite in all perio.2. The varianof the time series must constant anfinite in all perio.3. The covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio.= 0 es not violate any of these three requirements anis thus consistent with the properties of a covariance-stationary time series. 请问covariance-stationary和ranm walk是对立关系吗？
NO.PZ201709270100000501 老师，提问区其他的提问跟这个问题不符。另外，可以一下B为啥不对吗？C不是答案刚开始就说不正确吗，并没有说with ift啊
NO.PZ201709270100000501 这个知识点可以一下吗
Conclusion 2 Conclusion 3 C is correct. A ranm walk cscribethe equation xt = + b1xt–1+ εt, where = 0 an= 1. So = 0 is a characteristic of a ranm walk time series. A covariance-stationary series must satisfy the following three requirements: 1. The expectevalue of the time series must constant anfinite in all perio. 2. The varianof the time series must constant anfinite in all perio. 3. The covarianof the time series with itself for a fixenumber of perio in the past or future must constant anfinite in all perio. = 0 es not violate any of these three requirements anis thus consistent with the properties of a covariance-stationary time series. 看了前面人问的问题，有一点想确认下，ranm walk是不是包含ranm walk with a ift？如果不是，那ranm walk和simple ranm walk就是一回事？
