Most DME's has a "memory" build in in case they loose the signal.
This just means that they continuously calculate what the new range should be given the current GS towards or away from the DME.
So if the signal for some reason fails, the DME will continue to display theoretical calculated data for 5 to 10 seconds event though it has no signal.
If you continue to fly in the same general direction it will match quite nicely, but if you for some reason turn just when the signal is lost, you have 5 to 10 seconds of false indication.