If a time series is second order stationary, does this imply it is ...
WEBA process is second order stationary if its mean is constant and its autocovariance function depends only on the lag. Therefore does second order stationary imply strict stationary? Also under second order stationary it says that no assumptions are made about higher moments than those of first and second order.
Why does a time series have to be stationary? - Cross Validated
WEBDec 13, 2011 · If you think the idea of "second order stationary" adds clarity please help me add it to my answer in a way that sheds light in simple straightforward English. $\endgroup$ – IrishStat Commented Dec 13, 2011 at 10:06
Making a series stationary, 1st and 12th order differencing
WEBApr 15, 2020 · I've done a 12th order difference to remove the seasonal component and then taken a first order difference to remove the linear trend. My result looks to be stationary. How is it this works as when taking a 12th order difference the result is not a linear trend? And only after differencing the result the result is stationary?
What is a second order stationary process? - Cross Validated
WEBA second-order random process (meaning finite power as in the first item above) that is stationary to at least order $2$ is wide-sense-stationary. OK, so that is the perspective from a different set of users of random process theory. For more details, see, for example, this answer of mine on dsp.SE.
Trend stationary and difference stationary simultaneously
WEBJan 5, 2017 · If you mean, stationary after removing trend and stationary after differencing then the answer is yes. If you have a series n the ARIMA class kth order differencing can remove a kth order polynomial trend. The operation (transformation) can make the resulting model stationary and it does remove trends of a certain kind.
If all my variables' first difference is stationary, does it mean my ...
WEBApr 1, 2021 · I suspect you know a lot more than I on this topic. ARDL was the only time series regression I knew of that allowed the variables to be integrated of a different order. I have read comments by some that argue that it makes no substantive sense to look at a correlation between variables that are stationary to a non-stationary variable. $\endgroup$
How to make a time series stationary? - Cross Validated
WEBAug 24, 2010 · Besides taking differences, what are other techniques for making a non-stationary time series, stationary? Ordinarily one refers to a series as "integrated of order p" if it can be made stationary
Whether a AR (P) process is stationary or not? - Cross Validated
WEBJun 4, 2016 · If there are more significant ACF's than significant PACF's then an AR model is suggested as the ACF is dominant. if the converse is true where the PACF is dominant then an MA model might be appropriate. The order of the model is suggested by the number of significant values in the subordinate.
time series - Moving average process - Cross Validated
WEBMar 9, 2019 · If we consider a moving average process of order 1, is that stationary? Because, although, the mean will remain the same for Yt and Yt+k, the variance and co-variance will change if you calculate...
stationarity - Time series remains non-stationary, even after taking ...
WEBJul 5, 2016 · $\begingroup$ @user3387899 I don't see that's a necessary conclusion. Second differencing (with or without logs) doesn't make it stationary, but that doesn't imply that there's no reasonable way to make it indistinguishable from stationary, and so one couldn't say "you cannot".