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| случайное блуждание с дрейфом ( If a time series follows a random walk with a drift, the intercept term is not equal to zero. That is, in addition to a random error term, the time series is expected to increase or decrease by a constant amount each period. A random walk with a drift can be described as: x t = b 0 + b 1 x t-1 + ε t  investopedia.com DrMorbid) | |||
