Which of the following is not true of a stationary time series?
A)The process generating the data has a constant mean.
B)The time series plot is a straight line.
C)The statistical properties are independent of time.
D)The variability is constant over time.

Question

Quizplus · Accepted Answer

A stationary time series does not necessarily have a straight line time series plot. Rather, the key characteristic of a stationary time series is that statistical properties such as mean, variance, and autocovariance remain constant over time. Therefore, choices A, C, and D are true of a stationary time series.

Which of the Following Is Not True of a Stationary