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Results tagged with stationarity
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user 355723
A strictly stationary process (or time series) is one whose joint distribution is constant over time shifts. A weakly stationary (or covariance stationary) process or series is one whose mean and covariance function (variance and autocorrelation function) do not change over time.
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Trending time-series and structural breaks
I am looking to find structural breaks in a time series, using the strucchange breakpoints function in R. I wonder whether I need to detrend my data beforehand. Detrending might explain away valid str …
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