Please enable JavaScript.
Coggle requires JavaScript to display documents.
QAF week 3 , image, image, image, image, image, image, image, image, image…
QAF week 3
-
-
-
-
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.
-
-
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.
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-