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遊程檢驗與隨機遊走模型檢驗在檢驗市場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.
由於股價指數時間序列的單位根檢驗能夠滿足鞅假定的要求,故較之隨機遊走檢驗對股票市場弱式有效性的驗證更具合理性。

