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Why I don't know. Deterministic and stochastic trends are widely known facts having their own mathematical form...properties.... tests.... proofs, etc.
More specifics. Which properties exactly, which tests, proofs? You say "facts" - so there are officially documented deterministic trends. Show exactly where and when these trends started, what they look like, etc.
Demi:
C-4
I don't know what a "stochastic trend" is. What is the mathematical form, properties and proof?
Education with my help is over.
google doesn't know either.... Four econometrics textbooks don't know either...........
Bullshit. If there is a trend - it cannot be stochastic. Any trend has an a priori deterministic component!
Learn the basics.
Education with my help is over.
It's more like - Uncle in the book said it's so.... we take your word for it...and how it looks and works on Eurobucks is not that important...)))
It's more like - Uncle in the book said so and so it is.... believe your word ... and how it looks and works on eurobucks is not so important ...)))
It's not in the books! This is already some kind of fiction.....
A "deterministic" trend is, for example, a linear trend y = a0+a1+e, where e is the stochastic component.
But a "stochastic" trend? Bullshit.
The typical definition of "stochastic trend" from google is "Stochastic trends are not familiar to us yet."(C).
Why write this nonsense?
It's not in the books! It's a bit of a fantasy already.....
I mean "education"...so Sanych is on his own wavelength....
We're losing him.........
It must be saved!
"I am now convinced that perhaps most econometricians are useless - much of what financial statisticians know would not be worth knowing. Since the sum of zeros, even repeated a billion times, remains zero." (c)
"Note that economist Robert Lucas struck a blow to econometrics by arguing that if people were rational, then their rationality would force them to compute predictable patterns from the past and adjust so that past information would be completely useless for predicting the future." (c)
Dear traders!
I mentioned above and it can be checked that 368 people downloaded the R wrapper and 582 people downloaded the example. It means that for these hundreds of people there is no problem of selecting and identifying the trend, because they know many ways to do it, they know the appropriate programming code, they use it in practice and they know the advantages and disadvantages of each method. In you google it and you don't find it! Of course, within the confines of this thread and this forum, your posts are on point. But from the point of view of the hundreds of people mentioned, your posts are mere flubber. That's the uncovered, naked truth of life.
Why I don't know. Deterministic and stochastic trends are widely known facts having their own mathematical form...properties.... tests.... proofs etc.
I don't know what a "stochastic trend" is. What is the mathematical form, properties and evidence?
Dear traders!
I mentioned above and it can be checked that 368 people downloaded the R wrapper and 582 people downloaded the example. It means that for these hundreds of people there is no problem of selecting and identifying the trend, because they know many ways to do it, they know the appropriate programming code, they use it in practice and they know the advantages and disadvantages of each method. In you google it and you don't find it! Of course, within the confines of this thread and this forum, your posts are on point. But from the point of view of the hundreds of people mentioned, your posts are mere flubber. That's such an uncovered, naked truth of life.
If these people didn't have a problem highlighting and identifying a trend, they wouldn't have downloaded the "wrapper" and "example".
P.S. I don't give a shit, I use Statistica....