A random variable that is a time series is stationary if its statistical properties are all constant over time. A stationary series has no trend, its variations around its mean have a constant amplitude, and it wiggles in a consistent fashion, i. The latter condition means that its autocorrelations correlations with its own prior deviations from the mean remain constant over time, Arima SDVIA-100 equivalently, that its power spectrum remains constant over time. A random variable of this form can[…]
