题目
Which of the following features correctly characterizes a white noise process?
选项
A.Conditional mean in the dataset.
B.Minimal variance.
C.No correlation between data points.
D.Partial autocorrelations are greater than zero.
答案
C
解析
The lack of any correlation in white noise means that all autocovariances and autocorrelations are zero. 白噪声缺乏任何相关性意味着所有自协方差和自相关均为零。