Random Walk Test的用法和樣例:
例句
- The analysis also proves that the run test and the random walk test only have the limited power against the EMH.
研究還證明了目前通行的游程檢驗與隨機游走模型檢驗在檢驗市場(chǎng)弱式有效性方面存在一定缺陷。 - Duing to the root unit test's particularity, it can meet the hypothesis of martingale, so it may be more reasonable than the random walk test.
由于股價(jià)指數時(shí)間序列的單位根檢驗能夠滿(mǎn)足鞅假定的要求,故較之隨機游走檢驗對股票市場(chǎng)弱式有效性的驗證更具合理性。