What is Stationarity in Time Series Analysis?
Stationarity in Time Series is one of the common assumptions in many of the time series analysis techniques. A stationary time series (or the underlying process) has mean, variance, and autocorrelation structure that do no change over time. Visually, a stationary time series will be a flat looking series, without trend, constant variance over time, a constant autocorrelation structure over time and no periodic fluctuations. In real-life scenarios lot of time series are not stationary, we need to often transform it to a stationary time series with one of the following techniques:
- Differencing the Data: One of the ways in which a time series can be transformed to a stationary time series is by taking the difference of the data. Suppose we are given a time series Z(t), we can create a new series (Yi=Z(i)−Z(i−1)). There will be one point less than the original data in this new differenced time series. We might be required to difference the data more than once, however, one difference is usually sufficient.
- Whenever there is a trend present in the data series, we can fit curve to the data and then model the residuals from that fit. After the trend is removed from the data, the time series often become stationary, or else we can use differencing to convert it into stationary time series.
- If the time series has got non-constant variance, we can take the logarithm or square root of the series. This may stabilize the variance in the data. If the data has negative values, we can add a suitable constant to make all the data positive and then apply the transformation. Later, the constant value can then be subtracted from the model to obtain fitted or the predicted values and forecasts for future points.
The above techniques are intended to generate series with constant location and scale. Although seasonality also violates stationarity, this is usually explicitly incorporated into the time series model.
(Source: NIST/SEMATECH e-Handbook of Statistical Methods)
Click Here to Read About Data Analysis Chapter of Your Research Work
Pingback: Google
Pingback: gayhub
Pingback: 1xbet ug
Pingback: sex education
Pingback: intimacy capsules
Pingback: 메리트카지노
Pingback: 우리카지노
Pingback: 퍼스트카지노
Pingback: مباراة اليوم
Pingback: how to use a g spot vibrator
Pingback: Trans Hub Porn
Pingback: eporner
Pingback: order oxycodone online
Pingback: Gay Hub XXX
Pingback: Havanese puppies for sale
Pingback: Mining
Pingback: MILF Porn
Pingback: Online Advertising
Pingback: best broker for loan
Pingback: 샌즈카지노
Pingback: 메리트카지노
Pingback: 코인카지노
Pingback: Mississippi Fake driver's license
Pingback: Buy Oxycodone Online
Pingback: buy kratom online
Pingback: kratom for sleep
Pingback: 우리카지노
Pingback: 퍼스트카지노
Pingback: ROVE CARTS FOR SALE
Pingback: matched betting sites
Pingback: Great Dane puppies for sale
Pingback: Real Estate/Construction Recruitment Firm
Pingback: safestore auto
Pingback: free download for windows 7
Pingback: pc apps download for windows 7
Pingback: free download for windows 8
Pingback: divorce lawyer singapore
Pingback: mp3
Pingback: Nebraska Fake driver's license
Pingback: large canvas art
Pingback: buy onax 2mg online
Pingback: MAGIC MUSHROOM GROW KIT
Pingback: click here
Pingback: Pc reparatur rapperswil
Pingback: Herbal incense
Pingback: Herbal incense
Pingback: Hair Extensions
Pingback: guns for sale craigslist
Pingback: buy shipping containers online
Pingback: Canada Pharmacy
Pingback: usa canada pharmacy
Pingback: bitcoincard
Pingback: Buy Weed Online Northern Ireland.
Pingback: modular buildings for sale
Pingback: 24 awg wire
Pingback: buy card
Pingback: pharmacies in canada
Pingback: delta 8 THC near me
Pingback: Services
Pingback: stealth shipping of cheap cocaine
Pingback: Vidalista 40mg
Pingback: psilocybe cubensis
Pingback: siamese kittens for sale near me
Pingback: End Of Tenancy Cleaning Colliers Wood
Pingback: Guns for sale
Pingback: Web Design and SEO Company In Azerbaijan
Pingback: Used Shipping Containers for Sale
Pingback: buy Instagram followers
Pingback: Buy Dmt Vape pen with Bitcoins online
Pingback: buy shipping container
Pingback: buy cbd hemp flowers in Europe
Pingback: buy disposable gloves uk
Pingback: adhd for sale usa
Pingback: minecraft crossplay
Pingback: Nanimo SEO
Pingback: GOLDEN SUNRISE STRAIN
Pingback: xnxz
Pingback: Website
Pingback: pegging with a strap on
Pingback: SEA CARGO
Pingback: service in canada
Pingback: good tinder profile
Pingback: star wars pinball machine
Pingback: about
Pingback: rabbit vibrator
Pingback: Glock 17 Sights
Pingback: Bàn học thông minh
Pingback: lovoo match spiel
Pingback: oasis free dating
Pingback: ok free dating net
Pingback: adult dating chat sites
Pingback: best sex toys
Pingback: spanking bdsm
Pingback: נערות ליווי בחיפה
Pingback: real dildo
Pingback: mobile homes for rent in westmoreland county
Pingback: Winchester 9422 for sale
Pingback: butt plugs
Pingback: rechargeable vibrator
Pingback: shotgun for sale
Pingback: istanbul pendik escort
Pingback: best canadian pharmacy
Pingback: slot online
Pingback: electric motorcycle
Pingback: myths about women and sex
Pingback: vibrating anal plug
Pingback: Gun Shops near me
Pingback: strap on dildo
Pingback: best sex games
Pingback: g spot vibrator
Pingback: nba hoop troop arcade game
Pingback: pinball machines for sale
Pingback: PARROTS FOR SALE
Pingback: software review
Pingback: abdl dating
Pingback: PULVERIZER
Pingback: free hookup dating sites
Pingback: kratom capsules
Pingback: totally free dating sites
Pingback: kratom for sale
Pingback: dating game killer movie
Pingback: onlinedatingtwo.com
Pingback: buy Instagram likes
Pingback: best delta 8 thc gummies
Pingback: realistic dildo
Pingback: tides today at tides.today
Pingback: keto diet coke
Pingback: Keto die
Pingback: keto diet for beginner
Pingback: Factory License Delhi
Pingback: Marijuana Gummies
Pingback: buy delta 8 THC
Pingback: buy weed
Pingback: bachelor's degree
Pingback: sasha grey pocket stroker
Pingback: rechargeable vibrator
Pingback: anal sex toys
Pingback: rechargeable vibrator
Pingback: buy weed
Pingback: weed near me
Pingback: Seattle Weekly
Pingback: dispensary near me
Pingback: weed near me
Pingback: how long do shrooms stay in your system
Pingback: buy tiktok followers
Pingback: glock 32
Pingback: buy ruger guns online
Pingback: raw garden cartridges
Pingback: ruger guns for sale
Pingback: movers Kelowna
Pingback: Glock Guns for sale
Pingback: Surat utang obligasi
Pingback: Restaurant
Pingback: MURANG'A UNIVERSITY OF TECHNOLOGY
Pingback: MILF Porn Land
Pingback: istanbul escort
Pingback: tuzla escort
Pingback: Parksville Roofing Company
Pingback: canadian pharmacy
Pingback: Catnapper
Pingback: Sig Romeo
Pingback: Best Exotic Pets
Pingback: 300 blackout mags bulk
Pingback: Barbell Set
Pingback: order whole alligator
Pingback: how to get rid of love handles
Pingback: storage building near me
Pingback: adam and eve vibrators
Pingback: poarol
Pingback: Find out more
Pingback: HBCU Olypmic Token
Pingback: software reviewer
Pingback: Firearms for sale online
Pingback: mango juul pods for sale
Pingback: canada pharmacy canada pharmacy
Pingback: معرفة هوية المتصل
Pingback: buy wax cartridges online
Pingback: kush online
Pingback: where to buy glo extracts