NO.PZ2018101001000059
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 。
A选项没读懂，为什么是对的？