# Tagged Questions

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### Does Stationarity for Time Series extend to Independent Variables?

There have been many questions about the importance of stationarity and also its means of calculation here on CV, but one question that I have not seen an answer to is whether or not stationarity (in ...
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### Identify the stationary time series

Identify the stationary time series for which $$\gamma(h) =(-1)^{|h|}+\cos \left(\frac{\pi}{4}h\right)$$ is ACVF. This is a homework problem. Stuck at first level. Please give some hints. Thanks in ...
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### How to stationarize profit and loss data with an increasing variance and large negative values for time series analysis?

PnL can take large negative values, and its variance increases over time as the firm grows. If we do differencing, an increasing variance remains. If we take log, negative values cannot be defined. ...
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### Can I difference after fitting a time series regression model?

Suppose that I have a time series that exhibits a notable trend, and I want to test a hypothesis that a second variable is related to that trend. I fit a linear regression model with that second ...
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### How to compare time series with cyclical data, and describe any changes or trends

I have a bunch of time series where the data has a natural (known) cycle, for example daily or annual (or both). Here is an example (this is 6 years worth of temperature data sampled hourly): ...
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### What are the assumptions for checking the stationarity of a time series?

I am checking stationarity or non-stationarity of a time series with R and I am using adf.test and kpss.test in ...
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### Stationary time-series and N-order stationarity

Suppose I have a stationary time series, does this imply that the series is also N-order stationary?
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### Unit root test confusion

For my time-series regression, I am regressing the difference in variable x on a difference in variable y. Before proceeding, I want to check for stationarity of my variables. Regressing d.x ...
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### Treating non-stationarity of time series in seasonal adjusted data with R

I'm currently trying to use a variable x (and others) to explain a dependent variable y in a distributed lag model (with the long term goal of predicting variable y). The plot of variable x shows an ...