Econometrics: let's discuss the CU balance sheet. - page 16
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Well, if you generate a lot of null-mo sbs and combine all trajectories on one graph, you get a pipe)) If you have a drifting sub, you get a pipe with an upward slope. This will be the model when the mo is constant and the residuals are normally distributed. This figure has been posted on the forum many times, it has also been reworked into a Christmas tree)). If you also generate with Cauchy distribution of residuals, then clearly there will be an inevitable margin call in almost all implementations depending on row length. Of course, it is possible to invent a huge trend component and Cauchy with a minimum coefficient of scale (or whatever it is set there when it has no variance) - but this is fantastic. And it will still be MC for a long series.
The (rather common) mistake in this reasoning is to confuse cause and effect, i.e. it is not the horse that pulls the cart, but the cart that pulls the horse.
Let's get back to square one)) What is quality trade? Obviously a high level of income/risk. The risk is in fact the variance of these residuals. So if the variance is infinite/undetermined like Cauchy's, how can income/risk satisfy?
Explain, however, whether its first differences are stationary, the series itself is I(1), which is non-stationary by the definition of stationarity. Read the literature.
I understand when Avals are stupid, but I can't explain everything to everyone - take the same EA, run it on the same history but with a smaller lot and get an equity gain of about 2% over the whole period and get a STATIONARY EQUITY RANGE!
I could read ten "literatures" and it wouldn't change the meaning. The equity graph is a nondeterministic quantity. Therefore it is random and either stationary or not.
Get a spread of no more than 3-5% and have a stationary value - what's the big deal?
I could read ten "literatures" and it wouldn't change the meaning. The equity graph is a nondeterministic quantity. Therefore it is random and either stationary or not.
Get a spread of no more than 3-5% and have a stationary value - what's so difficult?
I don't understand what you are writing. Let's take an example.
Above, on the Automat chart, a sloping line is drawn from 10 to 18.
Answer, what is the Mo of this line?
I don't understand anything you are writing. Let's use an example.
Above, a sloping line from 10 to 18 is drawn in the Automat chart.
Answer, what is the mo of this line?
14
score?
14
score?
And the spread?
faa1947:
And the spread?
what's the spread?
-devices?
-8!
-what -8?
-what -devices?
I could read ten "literatures" and it wouldn't change the meaning. The equity graph is a nondeterministic quantity. Therefore it is random and either stationary or not.
Get a spread of no more than 3 - 5% and have a stationary value - what's so difficult?
This is your post.
And my question is in your terms. There is a steady-state value according to you, Mo = 14, and the spread?
This is your post.
And my question is in your terms. There is a value, stationary according to you, mo = 14, and a spread?
How stationarity of a series with a single realization is determined - a long enough series is chopped into pieces, MO is determined and it is compared. For a stationary series it should not change by more than 3 - 5 %.