How to determine if this time series is ergodic? According to the ergodic theorem the mean must converge to the expected value starting point. How do I determine that? Hoverever I have plotted the mean observations for the last 500 days, and it seems that it doesn't converge so I can conclude it is not ergodic? enter image description here

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    $\begingroup$ are you looking for a hypothesis test, or just an intuitive description for what ergodicity means? $\endgroup$ – Taylor Oct 6 '17 at 22:35

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