From practice to theory and back to practice - page 44
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You don't need to show this kind of thing in all visibility.
Roger that. Got it.
Roger that. I got it.
You may already be under surveillance
A long time ago. Lots of material online.
For example
"Conclusion: the hypothesis of a unit root has been disproved; the series of relative closing price increments of the EUR/USD currency pair is stationary.
Thus, we find that the series of closing prices of EUR/USD currency pair is integrated of the 1st order". (с)
As far as I understand, the null and alternative hypotheses of the Dick-Fuller test assume that the series is given by an autoregressive model. This is a very narrow class of random processes and one should start by establishing that the price series can be an implementation of a process from this class.
My understanding is that the null and alternative hypotheses of the Dick-Fuller test assume that the series is given by an autoregressive model. This is a very narrow class of random processes and one must start by establishing that the price series can be an implementation of a process from this class.
Why not?
Begin.
- Where do I start, Your Majesty? - he asked.
- Start at the beginning," the King said, "keep going until you get to the end. When you get to the end, finish it! (с)
Flood thread #2.
The son of theTheory to Practice thread, there are 1000 pages to go.
Somewhere in the beginning of the branch was - that the system on the mashki leak.
And why they leak, no one cares).
Why not?
Start.
- Where to begin, Your Majesty? - he asked.
- Begin at the beginning," said the King, "continue until you reach the end. When you have reached the end, finish it! (с)
We start for health and end for peace.
Started for health and ended for peace
Well, what's the point of learning the obvious? The first price differences are a stationary series. Constant variance and mathematical expectation.
It's the same in the stock and commodities market
Well, what's the point of learning the obvious things? The first price differences are a stationary series. Constant variance and mathematical expectation.
Same in the stock and commodity market
This model is suitable for a plot with an unchanging trend. Not quite suitable for the section with changing trend directions. Not at all suitable for a horizontal flat.