Econometrics: let's discuss the CU balance sheet. - page 13
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how can the distribution be stationary at all??????? A random variable - yes, but a distribution????????
MO and variance of a random variable - I get it, but this is nonsense..... what are you talking about????
Once again for dumbasses - an equity series cannot in principle be stationary. Its increments can be stationary. Then the series itself has a unit root.
here you have a series of equities. You don't know anything about the trend component about residuals etc. What are your requirements for it?
Once again, for dumbasses, an equity series cannot in principle be stationary. Its increments can be stationary. Then the series itself has a unit root.
Here is the balance/equity series. The sample is quite large. Isn't it stationary?????????
And stat performance is not a reason.
Well, there's probably not an equity range, but a balance range, as long as it's a balance range. The requirement is upward growth. I am not interested in its statistical characteristics. I am interested in the factors that influence growth - i.e. the causes. And statistical characteristics are not causes.
So, for example the equity of a martin with huge drawdowns will suit you, but the balance is slowly increasing.
here is the balance/equity series. The sample is quite large. Isn't it stationary?????????
No of course it is, the series of increments of that equity is stationary. Read the literature.
no of course, it's stationary in a series of increments of that equity. Read the literature at last.
)))))))))))))))))))))) This series of equities is stationary - it is not even debatable and can be seen by eye
less throwing around the word "in principle" - it's not yours.
)))))))))))))))))))))) this equity range is stationary - it's not even debatable and can be seen by eye
less throwing around the word "in principle" - it's not your thing
learn the math.
The point is that the balance is primary.
If the balance is normal or stationary (as it seems to me), then we can talk about the test results: we can discard a loss-making TS and keep a profitable one. But if the residue is not stationary, we cannot say anything about the TS and it does not matter if it is profitable or not during testing - it does not exist at all.
Here the residue has a uniform distribution. So? A TS with such an exit should be discarded just because the residues are not normal? ;))))
)))))))))))))))))))))) this equity row is stationary - this is not even debatable and can be seen by eye
It is explained that its first differences are stationary, the series itself is I(1), which is non-stationary by the definition of stationarity. Read the literature.