问题如下：
Which of the following statements about covariance stationary and random walk is least likely correct?
选项：
A.A random walk has an undefined mean reverting level while all covariance-stationary time series have a finite mean-reverting level.
B.A random walk is not covariance stationary.
C.A random walk with a drift is covariance stationary.
解释：
C is correct.
考点: Random walk and unit roots.
解析 ： A random walk不管有没有drift ， 即不管b0是否等于0 ， 都不等同于covariance stationary 。 所以C选项的描述是错误的 。
老师好， A random walk with drift ， 是指b0/（1-b1)中的b0等于0 吗？ 谢谢。
