标题: Upward sloping time series?? [打印本页] 作者: ba736 时间: 2011-7-11 19:57 标题: Upward sloping time series??
Why does upward sloping time series imply it is not covariance stationary?? Any problem for this type of non-covariance stationary? Thanks.作者: giants2010 时间: 2011-7-11 19:57
because the upward trend of variance indicates it is increasing over time.
and therefore it is not mean reverting.作者: RMontgomery 时间: 2011-7-11 19:57
Like time series: a=b0 + b1 * t. All time series are upward sloping!作者: luda002 时间: 2011-7-11 19:57
Only autoregressive time-series must be covariance stationary.
