autocorrelation and shock

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in the chapter of autocorrelation, there is a ssentence said: this means that, in any one period, the current error term contains not only the effects of current shocks but also the carryover from previous shocks.

i can get the general meaning of this sentence about autocorrelation but i do not really understand the meaning of shock in this sentence and how to translate carryover in chinese?


thanks in advance!

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关键词：correlation autocorr relation shock ATION shock

jiliangamelia 发表于 2010-3-7 01:19
in the chapter of autocorrelation, there is a ssentence said: this means that, in any one period, the current error term contains not only the effects of current shocks but also the carryover from previous shocks.

i can get the general meaning of this sentence about autocorrelation but i do not really understand the meaning of shock in this sentence and how to translate carryover in chinese?


thanks in advance!

Which means in math formula is,

u(t)=rho*e(t-1) + e(t)

e(t)= shock at time t.