Timeline for Random-walk and unit root processes predictable?
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 18, 2021 at 12:53 | vote | accept | J3lackkyy | ||
| Jun 8, 2021 at 15:32 | comment | added | Richard Hardy | @J3lackkyy, yes, I think so. | |
| Jun 8, 2021 at 15:24 | comment | added | J3lackkyy | In context of an augmented dickey fuller test, if the lag amount that exhibits the lowest information criteria is >=2 this means that the process is not necessarily unpredictable, is that correct? | |
| Jun 8, 2021 at 15:12 | history | answered | Richard Hardy | CC BY-SA 4.0 |