Kedis ku xidhan hagaha · Dhexdhexaad Heerka
Sugnaanta iyo Kediska Kala Duwanaanshaha
Turjumaan joogsiga daciifka ah iyo kala duwanaanshiyaha, ka dibna barbar dhig ADF iyo KPSS mala-awaalka aan waxba ka jirin ee falanqaynta wakhti-xilliyeedka dhabta ah.
Su'aal 1 ee 8
Marka la eego joogsiga daciifka ah, sidee bay ku xiran tahay autocovariance?
Horudhac su'aal kasta8 su'aalo
Jawaabaha iyo sharraxaadaha waxay soo baxayaan markaad qaadanayso kediska.
- Marka la eego joogsiga daciifka ah, sidee bay ku xiran tahay autocovariance?
- On lag, but not on the calendar time of the pair
- On the later time index only
- It must equal zero at every lag
- It must grow linearly each year
- Muxuu marka hore xisaabiyaa kala duwanaanshiyaha?
- The current value divided by the seasonal mean
- The current value minus the immediately prior value
- The rolling average over the full series
- The residual after a classification threshold
- Kee baa buray tijaabada Dickey-Fuller ee la kordhiyey?
- The errors are normally distributed
- The series is stationary around a level
- The series has a unit root
- The series contains no seasonal component
- Kee null ah ayaa loo isticmaalaa imtixaanka caadiga ah ee KPSS?
- A zero forecast error
- A unit root in every model
- No autocorrelation at any lag
- Stationarity, under a level or trend specification
- Muxuu kala jarayaa kala duwanaanshaha xilliyeed?
- The immediately previous value regardless of period
- The value one seasonal period earlier
- The entire sample mean
- The forecast error at lag one
- What does failure to reject the ADF null establish?
- It proves the trend is deterministic
- It proves strict stationarity
- It is evidence insufficient to reject a unit root, not proof of one
- It means KPSS must reject stationarity
- Why can over-differencing be harmful?
- It removes the need to validate forecasts
- It guarantees constant variance
- It always increases test power
- It can add unnecessary noise and dependence patterns
- Which approach is appropriate after differencing a series?
- Check transformed plots and forecast behavior before adding another difference
- Difference repeatedly until every p-value is zero
- Assume the series is stationary by definition
- Use only the original-level ADF statistic