问题如下图：
选项：
A. 
B. 
C. 
解释：
如果方程被简化为yt=εt，其实这组数是一个随机分布，那么根据答案可以推论随机分布都是平稳的？
NO.PZ201709270100000502 问题如下 2. Baseon the regression output in Exhibit 1, the first-fferenceseries useto run Regression 2 is consistent with: A.a ranm walk. B.covarianstationarity. C.a ranm walk with ift. B is correct. The critict-statistic a 5% confinlevel is 1.98. a result, neither the intercept nor the coefficient on the first lof the first-fferenceexchange rate in Regression 2 ffers significantly from zero. Also, the resiautocorrelations not ffer significantly from zero. a result, Regression 2 creceto yt = εt with a mean-reverting level of b0/(1 – b1) = 0/1 = 0.Therefore, the varianof yt in eaperiois Var(εt) = σ2. The faththe resials are not autocorrelateis consistent with the covarianof the times series, with itself being constant anfinite fferent lags. Because the variananthe meof yt are constant anfinite in eaperio we calso conclu thyt is covarianstationary. 为什么不是ranm walk with a aft ,题目中t统计值为0.4504 ,接受H0:G=0，存在单位根，请助教讲解答疑
NO.PZ201709270100000502 问题如下 2. Baseon the regression output in Exhibit 1, the first-fferenceseries useto run Regression 2 is consistent with: A.a ranm walk. B.covarianstationarity. C.a ranm walk with ift. B is correct. The critict-statistic a 5% confinlevel is 1.98. a result, neither the intercept nor the coefficient on the first lof the first-fferenceexchange rate in Regression 2 ffers significantly from zero. Also, the resiautocorrelations not ffer significantly from zero. a result, Regression 2 creceto yt = εt with a mean-reverting level of b0/(1 – b1) = 0/1 = 0.Therefore, the varianof yt in eaperiois Var(εt) = σ2. The faththe resials are not autocorrelateis consistent with the covarianof the times series, with itself being constant anfinite fferent lags. Because the variananthe meof yt are constant anfinite in eaperio we calso conclu thyt is covarianstationary. 具体的视频讲解在哪里可以找到
NO.PZ201709270100000502 问题如下 2. Baseon the regression output in Exhibit 1, the first-fferenceseries useto run Regression 2 is consistent with: A.a ranm walk. B.covarianstationarity. C.a ranm walk with ift. B is correct. The critict-statistic a 5% confinlevel is 1.98. a result, neither the intercept nor the coefficient on the first lof the first-fferenceexchange rate in Regression 2 ffers significantly from zero. Also, the resiautocorrelations not ffer significantly from zero. a result, Regression 2 creceto yt = εt with a mean-reverting level of b0/(1 – b1) = 0/1 = 0.Therefore, the varianof yt in eaperiois Var(εt) = σ2. The faththe resials are not autocorrelateis consistent with the covarianof the times series, with itself being constant anfinite fferent lags. Because the variananthe meof yt are constant anfinite in eaperio we calso conclu thyt is covarianstationary. yt = εt 为什么不是随机游走
NO.PZ201709270100000502 问题如下 2. Baseon the regression output in Exhibit 1, the first-fferenceseries useto run Regression 2 is consistent with: A.a ranm walk. B.covarianstationarity. C.a ranm walk with ift. B is correct. The critict-statistic a 5% confinlevel is 1.98. a result, neither the intercept nor the coefficient on the first lof the first-fferenceexchange rate in Regression 2 ffers significantly from zero. Also, the resiautocorrelations not ffer significantly from zero. a result, Regression 2 creceto yt = εt with a mean-reverting level of b0/(1 – b1) = 0/1 = 0.Therefore, the varianof yt in eaperiois Var(εt) = σ2. The faththe resials are not autocorrelateis consistent with the covarianof the times series, with itself being constant anfinite fferent lags. Because the variananthe meof yt are constant anfinite in eaperio we calso conclu thyt is covarianstationary. 老师，还是不太明白，题目中“Conclusion 1: The varianof xt increases over time.”，不是说明Xt方差不稳定吗，为什么会选B呢？
NO.PZ201709270100000502 问题如下 2. Baseon the regression output in Exhibit 1, the first-fferenceseries useto run Regression 2 is consistent with: A.a ranm walk. B.covarianstationarity. C.a ranm walk with ift. B is correct. The critict-statistic a 5% confinlevel is 1.98. a result, neither the intercept nor the coefficient on the first lof the first-fferenceexchange rate in Regression 2 ffers significantly from zero. Also, the resiautocorrelations not ffer significantly from zero. a result, Regression 2 creceto yt = εt with a mean-reverting level of b0/(1 – b1) = 0/1 = 0.Therefore, the varianof yt in eaperiois Var(εt) = σ2. The faththe resials are not autocorrelateis consistent with the covarianof the times series, with itself being constant anfinite fferent lags. Because the variananthe meof yt are constant anfinite in eaperio we calso conclu thyt is covarianstationary. 请问本题是否直接可以从b1判断，即因为题目中b1给了不等于1，所以不是unit root或者说是 covariance-stationary?
