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QAF week 3, image, image, image, image, image, image, image, image, image,…
QAF week 3
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Stationarity
Observed time series is realisation/sample of stochastic process/population. and no matter when we observe the time series, its properties do not change.
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White Noise(WN)
pure random series ε(t) is simplest stationary processes, does not allow any pattern.
graph should randomly fluctuate around 0, with constant variance, no obvious sign of autocorrelation.
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