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H 0 : Random Walk H 0 : Random Walk H 1 : AR (1) with µ = 0 H 1 : AR (1) with µ ≠ 0 H 0 : Random Walk H 1 : Linear Trend + Stationary Cycle

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H 0 : Random Walk. H 1 : AR (1) with µ = 0. H 0 : Random Walk. H 1 : AR (1) with µ ≠ 0. H 0 : Random Walk. H 1 : Linear Trend + Stationary Cycle. - PowerPoint PPT Presentation

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Page 1: H 0 : Random Walk

H0: Random Walk

H0: Random Walk

H1: AR (1) with µ = 0

H1: AR (1) with µ ≠ 0

H0: Random Walk

H1: Linear Trend + Stationary Cycle

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