Models for non-stationary series - a very brief, albeit useful, intro A time series yt is stationary if, roughly, its features are time invariant. In particular, E(yt ) = µ not a function of time! Var(yt ) = σ 2 not a - Time series models - Document - PDFSEARCH.IO

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Date: 2012-08-21 10:10:54		Models for non-stationary series - a very brief, albeit useful, intro A time series yt is stationary if, roughly, its features are time invariant. In particular, E(yt ) = µ not a function of time! Var(yt ) = σ 2 not a Add to Reading List Source URL: www.nyu.edu Download Document from Source Website File Size: 61,28 KB Share Document on Facebook