1. White Noise：（disturbance）
mean：0
variance：constant
serial：uncorrelated（无线性关系，有非线性关系）
autocorrelation = 0
autocovariance = 0
①Independent / Strong White Noise：
serial：independent
②Gaussian / Normal White Noise：
serial：independent and normally distributed
回归中常假设：disturbance是white noise
displacement=0时：
①autocovariance = variance
②autocorrelation = 1
③partial autocorrelation = 1
displacement≠0时：
①autocovariance = 0
②autocorrelation = 0
③partial autocorrelation = 0
unconditional mean and variance：constant
conditional and unconditional mean and variance：identical
No correlation between the past and the present of white noise series，no forecasting.
2. Lag Operator：L
Lyt = y（t-1）
L^（n）yt = y（t-n）
yt的变化量
= yt - y（t-1）
= yt - Lyt
=（1-L）yt
3. Wold Theorem：
任何一个协方差平稳的时间序列由无限个白噪声的滞后表达式构成
b0 = 1，
b0^2+b1^2 + b2^2 + b3^2 + … + bn^2 ＜ ∞
