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.

Wadooyinka haga ee la xidhiidhaJoogista iyo Kala Duwanaanshaha
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.

  1. 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
  2. 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
  3. 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
  4. 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
  5. 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
  6. 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
  7. 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
  8. 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