What does non-stationarity mean?
A) Parameters of our data (such as the mean and variance) do not change over time
B) Parameters of our data (such as the mean and variance) do change over time
C) When time-series data are not influenced by their historical values
D) When time-series data are influenced by their historical values

Question

Quizplus · Accepted Answer

Non-stationarity refers to the property of a time series where its statistical properties, like mean and variance, change over time.

What Does Non-Stationarity Mean