Dickey Fuller Test of Stationarity
The Dickey Fuller Test is a unit root based test of stationarity. The unit root based tests focus on the coefficient associated with the first lag of the time series…
0 Comments
January 26, 2023
Random Walk Model and Stationarity
The Random Walk Model is an example of a non-stationary time series. This model is often used to discuss and illustrate the concepts of stationarity, unit root process and order…
January 24, 2023
Stationarity and Stationary Time Series
A time series is said to be stationary if its characteristics do not change with time. A stationary time series can be identified as strictly stationary or weak stationary. Strict…
January 23, 2023
