Stationarity refers to the property that time series don’t change over time.
We use the weak stationarity. This is sometimes referred to as the second order stationarity.
- Constant Mean
- Constant Variance
- Autocovariance Depends Only on Lag
Stationarity refers to the property that time series don’t change over time.
We use the weak stationarity. This is sometimes referred to as the second order stationarity.