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Is there any test to check variance stationarity in time series?

If you want to test for white noise (a stronger condition than stationarity), you can use a Ljung and Box test in R (see Box.test). If you want to test for just ...
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  • 49
9 votes
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Is stationarity of data necesarry in order to do any statistics?

If the process is nonstationary in the sense of each observation being drawn, in an entirely unrestricted fashion, from a different distribution, i.e., having a different mean, variance, marginal ...
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Under what additional condition is "sum of coefficients less than unity in magnitude" also sufficient for stationarity?

The AR coefficients of ARMA processes can define a polynomial. These processes will be stationary if the (imaginary) roots of these polynomials have modulus strictly greater than 1. See this link or ...
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1 vote

Non-stationary time-series on visual analysis passes all Stationarity tests?

Your series does not pass all stationarity tests, it merely passes the ADF test. And even the ADF test is not a test of stationarity, it is a test of presence of a unit root. Your time series ...
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1 vote
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Order of integration for a time series with constant mean and increasing variance

Point 1. implicitly deals only with processes that can be rendered stationary by differencing. There are other processes that do not belong to this category. With that in mind, any contradiction ...
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Which factor should I consider to choose the best model, stationarity or lowest MSE?

ARIMA(1,1,1) is a nonstationary process as it contains a (single) unit root; the order of integration (the middle number in the parentheses) tells you that. ARIMA(2,2,3) also is a nonstationary ...
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