Open AccessThe Random Walk and Trend Stationary Models with an Analysis of the US Real GDP: Can We Distinguish between the Two Models?
Author(s) -
Kan Nawata
Publication year - 2021
Publication title -
open journal of statistics
Language(s) - English
Resource type - Journals
eISSN - 2161-7198
pISSN - 2161-718X
DOI - 10.4236/ojs.2021.111011
Subject(s) - random walk , autoregressive model , mathematics , autocorrelation , ordinary least squares , econometrics , estimator , constant (computer programming) , unit root , statistics , series (stratigraphy) , moving average model