If yt is pure random walk the variance Var(yt-yt-k) will (increase, decrease or remains constant) as lag k increases?
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1Please search our site: it's faster and more informative than waiting for answers. https://stats.stackexchange.com/search?q=variance+random+walk. – whuber Dec 02 '20 at 22:06
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I looked into them, but couldn't find it. – Shane Murphy Dec 02 '20 at 22:12
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Does Var(yt-yt-k) mean $\text{Var}(y_t-y_{t-k})$? – Richard Hardy Dec 03 '20 at 06:54