What is a stationary time series?
A) A series where the mean, variance and covariance does not change over time
B) A series where the mean, variance and covariance does change over time
C) A series where the probability distribution does not change over time
D) A series where the probability distribution does change over time

Question

Quizplus · Accepted Answer

A stationary time series is one where the statistical properties such as mean, variance, and covariance remain constant over time.

What Is a Stationary Time Series