Sentence examples for mean reverting table from inspiring English sources

OLS was applied to estimate regression since the series was observed to be mean reverting (Table 9 in Appendix).

Repealing the Act would only mean reverting to that cumbersome and expensive process.

A slowly reverting MRP with a shifting trend makes it difficult to distinguish between a random walk and a mean reverting process.

Usually, commodity prices are modelled as a mean reverting process, since the prices tend to revert to their long run marginal costs of production.

Moreover, theoretical considerations suggest that the price series should exhibit mean reverting behaviour.

There are some important characteristics of commodity price; for example, spot and future prices are mean reverting [4].

The Vasicek model is one of the earliest no-arbitrage interest rate models based upon the idea of mean reverting interest rates.

If we reject the hypothesis and b is in the interval 0 < b < 1 it means that we have an autoregressive process, which tends to revert to its long-run mean value, and is therefore equivalent to a mean reverting model in continuous time.

This would essentially mean reverting to a conventional lab book, but the pdf would still provide extra features such as searchability and ease of copying and storage.

Unlike equity prices, bond yields mean revert over time, meaning they rise and fall around their historical average.

And the evidence suggests that share prices are mildly mean-reverting.