Stationarity means that the
A)error terms are not correlated.
B)probability distribution of the time series variable does not change over time.
C)time series has a unit root.
D)forecasts remain within 1.96 standard deviation outside the sample period.

Question

Quizplus · Accepted Answer

Stationarity means that the probability distribution of the time series variable does not change over time. If the probability distribution changes over time, the time series is said to be non-stationary.

Stationarity Means That the